+110.9%
MO vs BLK
+283.5%
-172.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | +0.1% | -3.3% | +3.5% | +1.0% |
| 30D | +7.1% | -6.5% | +13.7% | +8.9% |
| 3M | -2.0% | +6.7% | -8.7% | -3.9% |
| 6M | +7.3% | +14.7% | -7.4% | +2.8% |
| YTD | +23.5% | +2.5% | +20.9% | +21.4% |
| 1Y | +11.0% | -2.8% | +13.8% | +10.5% |
| 3Y | +95.0% | +65.9% | +29.1% | +62.5% |
| 5Y | +100.6% | +33.0% | +67.7% | +75.9% |
| All | +110.9% | +283.5% | -172.6% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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