+101.0%
MO vs BBAI
-70.8%
+171.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | +0.3% | -4.3% | +4.6% | +0.3% |
| 30D | +0.6% | -3.6% | +4.3% | +0.6% |
| 3M | -1.0% | -38.8% | +37.8% | -1.2% |
| 6M | +4.3% | -23.8% | +28.1% | +4.3% |
| YTD | +23.3% | -45.9% | +69.2% | +23.1% |
| 1Y | +10.5% | -40.8% | +51.2% | +10.4% |
| 3Y | +96.3% | +69.8% | +26.5% | +96.8% |
| 5Y | +98.9% | -70.3% | +169.2% | +98.8% |
| All | +101.0% | -70.8% | +171.8% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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