+155.7%
MO vs B
+216.6%
-60.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | +3.3% | -7.3% | +10.6% | +3.5% |
| 30D | +7.5% | -3.3% | +10.9% | +7.6% |
| 3M | +22.8% | -7.8% | +30.5% | +22.9% |
| 6M | +13.4% | -15.5% | +28.9% | +13.8% |
| YTD | +43.0% | -12.3% | +55.2% | +42.9% |
| 1Y | +45.2% | +5.4% | +39.9% | +43.6% |
| 3Y | +145.5% | +165.5% | -20.0% | +126.9% |
| 5Y | +157.1% | +107.0% | +50.0% | +139.6% |
| All | +155.7% | +216.6% | -60.9% | +130.2% |
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