+155.7%
MO vs BN
+290.8%
-135.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | +3.3% | -1.0% | +4.3% | +3.5% |
| 30D | +7.5% | +14.0% | -6.4% | +4.5% |
| 3M | +22.8% | -9.0% | +31.8% | +25.0% |
| 6M | +13.4% | -8.8% | +22.2% | +15.0% |
| YTD | +43.0% | -10.3% | +53.3% | +44.7% |
| 1Y | +45.2% | -5.8% | +51.0% | +45.2% |
| 3Y | +145.5% | +94.8% | +50.8% | +94.2% |
| 5Y | +157.1% | +31.5% | +125.6% | +124.5% |
| All | +155.7% | +290.8% | -135.1% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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