+1,045.2%
MO vs BIL
+30.8%
+1,014.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | +0.1% | -0.9% | -0.4% |
| 30D | +6.5% | 0.0% | +6.5% | +6.4% |
| 3M | +18.3% | +0.6% | +17.7% | +21.7% |
| 6M | +15.6% | +1.5% | +14.0% | +24.0% |
| YTD | +38.8% | +2.8% | +36.0% | +57.9% |
| 1Y | +41.6% | +3.3% | +38.3% | +65.1% |
| 3Y | +138.2% | +13.4% | +124.8% | +343.8% |
| 5Y | +150.5% | +19.8% | +130.7% | +527.3% |
| 10Y | +146.1% | +25.7% | +120.4% | +697.8% |
| All | +1,045.2% | +30.8% | +1,014.4% | +3,599.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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