+14,854.2%
MO vs B
+803.7%
+14,050.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | +0.3% | -1.6% | +1.9% | +0.4% |
| 30D | +0.6% | +9.4% | -8.8% | +0.4% |
| 3M | -1.0% | +5.0% | -6.0% | -1.2% |
| 6M | +4.3% | -3.5% | +7.9% | +4.3% |
| YTD | +23.3% | +4.5% | +18.8% | +22.8% |
| 1Y | +10.5% | +67.8% | -57.3% | +8.1% |
| 3Y | +96.3% | +196.7% | -100.4% | +87.9% |
| 5Y | +98.9% | +151.9% | -53.0% | +90.8% |
| 10Y | +103.6% | +202.2% | -98.6% | +92.8% |
| All | +14,854.2% | +803.7% | +14,050.4% | +15,679.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling