+100.1%
MO vs BEN
+36.2%
+63.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.4% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | +5.8% | +0.9% | +4.9% | +5.7% |
| 3M | -4.5% | +9.2% | -13.7% | -5.4% |
| 6M | +5.7% | +36.8% | -31.0% | +2.2% |
| YTD | +23.1% | +44.4% | -21.3% | +18.0% |
| 1Y | +10.9% | +45.8% | -34.9% | +6.1% |
| 3Y | +96.1% | +52.5% | +43.6% | +84.7% |
| 5Y | +100.1% | +37.7% | +62.4% | +85.1% |
| All | +100.1% | +36.2% | +63.8% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling