+102.7%
MO vs BG
+81.8%
+20.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +0.1% | +3.1% | -3.0% | -0.3% |
| 30D | +7.1% | +10.2% | -3.1% | +5.5% |
| 3M | -2.0% | -1.7% | -0.3% | -1.9% |
| 6M | +7.3% | +1.0% | +6.3% | +6.8% |
| YTD | +23.5% | +39.9% | -16.5% | +16.8% |
| 1Y | +11.0% | +53.2% | -42.2% | +3.4% |
| 3Y | +95.0% | +16.3% | +78.7% | +89.0% |
| All | +102.7% | +81.8% | +20.9% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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