+3,377.9%
MO vs AU
+789.2%
+2,588.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.4% |
| 7D | -2.4% | +0.6% | -3.0% | -2.4% |
| 30D | +3.6% | +12.3% | -8.7% | +3.1% |
| 3M | -3.7% | +29.4% | -33.1% | -4.8% |
| 6M | +4.5% | +3.2% | +1.3% | +4.0% |
| YTD | +21.5% | +31.8% | -10.3% | +19.5% |
| 1Y | +9.5% | +83.4% | -73.9% | +6.0% |
| 3Y | +93.6% | +623.1% | -529.5% | +74.9% |
| 5Y | +97.5% | +700.5% | -603.0% | +76.1% |
| 10Y | +111.2% | +717.6% | -606.4% | +83.7% |
| All | +3,377.9% | +789.2% | +2,588.7% | +2,933.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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