+110.9%
MO vs BAX
-38.1%
+149.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.5% |
| 7D | +0.1% | -7.9% | +8.0% | +1.6% |
| 30D | +7.1% | -11.7% | +18.8% | +9.4% |
| 3M | -2.0% | +16.2% | -18.2% | -5.1% |
| 6M | +7.3% | +32.0% | -24.7% | +1.1% |
| YTD | +23.5% | +24.7% | -1.3% | +16.5% |
| 1Y | +11.0% | -2.6% | +13.6% | +9.9% |
| 3Y | +95.0% | -35.0% | +130.0% | +105.1% |
| 5Y | +100.6% | -67.6% | +168.2% | +155.3% |
| All | +110.9% | -38.1% | +149.0% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling