+111.2%
MO vs B
+200.3%
-89.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -2.4% | +1.0% | -3.4% | -2.4% |
| 30D | +3.6% | +9.5% | -5.9% | +3.2% |
| 3M | -3.7% | +14.3% | -18.0% | -4.3% |
| 6M | +4.5% | -1.9% | +6.4% | +4.5% |
| YTD | +21.5% | +4.1% | +17.4% | +20.8% |
| 1Y | +9.5% | +56.1% | -46.6% | +6.0% |
| 3Y | +93.6% | +202.0% | -108.4% | +78.2% |
| 5Y | +97.5% | +158.8% | -61.3% | +82.4% |
| 10Y | +111.2% | +211.9% | -100.7% | +91.1% |
| All | +111.2% | +200.3% | -89.1% | +91.1% |
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