+149.3%
MO vs B
+203.3%
-54.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.4% |
| 7D | -0.8% | -2.7% | +1.9% | -0.7% |
| 30D | +8.0% | -4.3% | +12.3% | +8.1% |
| 3M | +20.9% | -2.3% | +23.2% | +20.8% |
| 6M | +16.3% | -16.2% | +32.5% | +16.9% |
| YTD | +40.7% | -8.8% | +49.5% | +40.5% |
| 1Y | +41.5% | +11.4% | +30.1% | +39.6% |
| 3Y | +141.5% | +174.3% | -32.8% | +123.0% |
| 5Y | +153.1% | +116.2% | +36.9% | +135.5% |
| 10Y | +149.3% | +222.7% | -73.4% | +124.1% |
| All | +149.3% | +203.3% | -54.0% | +124.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling