+5.7%
MO vs BLK
+11.3%
-5.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.2% |
| 7D | -1.0% | -5.2% | +4.2% | -1.8% |
| 30D | +5.8% | -7.0% | +12.8% | +4.7% |
| 3M | -4.5% | +5.7% | -10.2% | -3.1% |
| 6M | +5.7% | +11.0% | -5.3% | +9.4% |
| All | +5.7% | +11.3% | -5.5% | +9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling