+738.9%
MO vs BAH
+1,079.0%
-340.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +0.4% | -2.6% | +3.0% | +0.8% |
| 30D | +8.9% | +20.4% | -11.5% | +6.0% |
| 3M | +23.0% | +11.9% | +11.1% | +20.8% |
| 6M | +15.0% | +17.1% | -2.2% | +11.7% |
| YTD | +41.7% | +5.5% | +36.2% | +38.8% |
| 1Y | +43.3% | +5.6% | +37.7% | +40.2% |
| 3Y | +143.2% | -26.5% | +169.7% | +145.8% |
| 5Y | +154.7% | +6.5% | +148.2% | +136.7% |
| 10Y | +151.0% | +203.0% | -52.0% | +95.6% |
| All | +738.9% | +1,079.0% | -340.1% | +420.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling