+100.1%
MO vs BAX
-67.5%
+167.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -1.0% | -5.4% | +4.4% | -0.5% |
| 30D | +5.8% | -12.4% | +18.2% | +7.1% |
| 3M | -4.5% | +19.1% | -23.6% | -6.6% |
| 6M | +5.7% | +38.6% | -32.9% | +1.7% |
| YTD | +23.1% | +26.7% | -3.6% | +18.8% |
| 1Y | +10.9% | +1.0% | +9.9% | +9.9% |
| 3Y | +96.1% | -33.9% | +130.0% | +102.3% |
| 5Y | +100.1% | -67.0% | +167.1% | +144.0% |
| All | +100.1% | -67.5% | +167.5% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling