+91.9%
MO vs BEN
+53.1%
+38.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | -2.4% | +3.4% | -5.8% | -2.5% |
| 30D | +3.6% | +1.8% | +1.8% | +3.6% |
| 3M | -3.7% | +8.4% | -12.1% | -3.9% |
| 6M | +4.5% | +35.6% | -31.1% | +3.4% |
| YTD | +21.5% | +46.4% | -24.9% | +19.5% |
| 1Y | +9.5% | +46.3% | -36.8% | +7.7% |
| All | +91.9% | +53.1% | +38.8% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling