+32.4%
MO vs BIYA
-99.8%
+132.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.3% |
| 7D | +0.1% | -1.8% | +1.9% | +0.2% |
| 30D | +7.1% | -17.5% | +24.6% | +7.3% |
| 3M | -2.0% | -78.0% | +76.1% | -1.1% |
| 6M | +7.3% | -89.5% | +96.8% | +7.6% |
| YTD | +23.5% | -94.3% | +117.7% | +24.0% |
| 1Y | +11.0% | -98.6% | +109.6% | +11.8% |
| All | +32.4% | -99.8% | +132.2% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling