+11.0%
MO vs BAX
-0.4%
+11.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.4% |
| 7D | +0.1% | -7.9% | +8.0% | +0.6% |
| 30D | +7.1% | -11.7% | +18.8% | +7.9% |
| 3M | -2.0% | +16.2% | -18.2% | -3.6% |
| 6M | +7.3% | +32.0% | -24.7% | +4.7% |
| YTD | +23.5% | +24.7% | -1.3% | +18.3% |
| 1Y | +11.0% | -2.6% | +13.6% | +11.3% |
| All | +11.0% | -0.4% | +11.4% | +11.3% |
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