+2,677.3%
MO vs BG
+1,181.2%
+1,496.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | +3.6% | +10.3% | -6.7% | +1.8% |
| 3M | -3.7% | -1.9% | -1.8% | -3.6% |
| 6M | +4.5% | +5.2% | -0.7% | +3.2% |
| YTD | +21.5% | +41.2% | -19.7% | +14.1% |
| 1Y | +9.5% | +50.5% | -41.0% | +1.5% |
| 3Y | +93.6% | +19.9% | +73.7% | +84.5% |
| 5Y | +97.5% | +86.7% | +10.8% | +72.2% |
| 10Y | +111.2% | +167.5% | -56.3% | +67.6% |
| All | +2,677.3% | +1,181.2% | +1,496.2% | +1,872.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling