+97.5%
MO vs B
+154.7%
-57.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -2.4% | +1.0% | -3.4% | -2.4% |
| 30D | +3.6% | +9.5% | -5.9% | +3.4% |
| 3M | -3.7% | +14.3% | -18.0% | -3.9% |
| 6M | +4.5% | -1.9% | +6.4% | +4.8% |
| YTD | +21.5% | +4.1% | +17.4% | +21.1% |
| 1Y | +9.5% | +56.1% | -46.6% | +5.7% |
| 3Y | +93.6% | +202.0% | -108.4% | +74.2% |
| 5Y | +97.5% | +158.8% | -61.3% | +75.8% |
| All | +97.5% | +154.7% | -57.2% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling