+45.3%
MO vs B
+27.8%
+17.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.3% | -6.9% | +2.2% |
| 7D | +6.9% | +1.1% | +5.8% | +7.0% |
| 30D | +14.9% | +0.3% | +14.6% | +15.0% |
| 3M | +16.4% | +5.4% | +11.0% | +17.6% |
| 6M | +9.6% | +5.5% | +4.1% | +10.9% |
| YTD | +41.8% | -6.3% | +48.2% | +42.8% |
| 1Y | +45.3% | +29.4% | +16.0% | +47.0% |
| All | +45.3% | +27.8% | +17.6% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling