+1,079.7%
MO vs BIL
+31.3%
+1,048.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +1.1% |
| 7D | +3.3% | +0.1% | +3.2% | +3.7% |
| 30D | +7.5% | +0.3% | +7.2% | +9.3% |
| 3M | +22.8% | +1.0% | +21.8% | +28.3% |
| 6M | +13.4% | +1.9% | +11.5% | +23.6% |
| YTD | +43.0% | +3.2% | +39.8% | +65.5% |
| 1Y | +45.2% | +3.7% | +41.5% | +72.2% |
| 3Y | +145.5% | +13.8% | +131.7% | +365.3% |
| 5Y | +157.1% | +20.3% | +136.8% | +554.9% |
| 10Y | +153.3% | +26.2% | +127.1% | +738.1% |
| All | +1,079.7% | +31.3% | +1,048.4% | +3,779.3% |
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