+384.9%
MO vs AR
-33.4%
+418.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -2.4% | -14.3% | +11.8% | -1.6% |
| 30D | +9.7% | +1.4% | +8.3% | +9.6% |
| 3M | +14.1% | +3.4% | +10.8% | +13.8% |
| 6M | +11.9% | -2.1% | +13.9% | +11.8% |
| YTD | +38.4% | +4.7% | +33.7% | +37.6% |
| 1Y | +41.9% | +10.6% | +31.3% | +40.6% |
| 3Y | +134.5% | +24.6% | +109.9% | +128.1% |
| 5Y | +147.3% | +71.9% | +75.4% | +132.8% |
| 10Y | +135.2% | +46.4% | +88.9% | +96.1% |
| All | +384.9% | -33.4% | +418.3% | +316.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling