+97.5%
MO vs BAH
-3.7%
+101.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | +3.6% | -6.6% | +10.2% | +3.9% |
| 3M | -3.7% | -7.2% | +3.4% | -3.6% |
| 6M | +4.5% | -10.0% | +14.5% | +4.7% |
| YTD | +21.5% | -12.5% | +34.0% | +21.6% |
| 1Y | +9.5% | -27.9% | +37.4% | +10.7% |
| 3Y | +93.6% | -31.4% | +125.0% | +90.7% |
| 5Y | +97.5% | -3.2% | +100.7% | +89.5% |
| All | +97.5% | -3.7% | +101.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling