+11.0%
MO vs BNY
+59.3%
-48.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +0.1% | -1.3% | +1.5% | -0.2% |
| 30D | +7.1% | -0.2% | +7.3% | +7.1% |
| 3M | -2.0% | +14.9% | -16.9% | +1.1% |
| 6M | +7.3% | +40.0% | -32.7% | +15.5% |
| YTD | +23.5% | +42.0% | -18.5% | +32.6% |
| 1Y | +11.0% | +56.9% | -45.9% | +22.2% |
| All | +11.0% | +59.3% | -48.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling