+155.7%
MO vs BAH
+198.8%
-43.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +3.3% | +1.7% | +1.6% | +3.0% |
| 30D | +7.5% | +20.8% | -13.3% | +4.5% |
| 3M | +22.8% | +11.6% | +11.2% | +20.6% |
| 6M | +13.4% | +23.1% | -9.7% | +9.3% |
| YTD | +43.0% | +5.3% | +37.7% | +40.0% |
| 1Y | +45.2% | +6.1% | +39.1% | +41.8% |
| 3Y | +145.5% | -27.5% | +173.0% | +147.9% |
| 5Y | +157.1% | +6.2% | +150.9% | +132.0% |
| All | +155.7% | +198.8% | -43.1% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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