+45.3%
MO vs BAX
+46.0%
-0.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +1.5% |
| 7D | +6.9% | +4.1% | +2.8% | +7.1% |
| 30D | +14.9% | +9.4% | +5.5% | +15.1% |
| 3M | +16.4% | -6.5% | +22.9% | +16.5% |
| 6M | +9.6% | +59.6% | -50.0% | +9.9% |
| YTD | +41.8% | +38.9% | +3.0% | +39.9% |
| 1Y | +45.3% | +48.0% | -2.7% | +41.7% |
| All | +45.3% | +46.0% | -0.7% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling