+14,875.9%
MO vs BNY
+8,074.1%
+6,801.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +0.1% | -1.3% | +1.5% | +0.4% |
| 30D | +7.1% | -0.2% | +7.3% | +7.2% |
| 3M | -2.0% | +14.9% | -16.9% | -4.5% |
| 6M | +7.3% | +40.0% | -32.7% | +0.7% |
| YTD | +23.5% | +42.0% | -18.5% | +15.3% |
| 1Y | +11.0% | +56.9% | -45.9% | +1.7% |
| 3Y | +95.0% | +289.9% | -194.9% | +50.4% |
| 5Y | +100.6% | +259.2% | -158.6% | +55.2% |
| 10Y | +114.5% | +413.3% | -298.7% | +52.6% |
| All | +14,875.9% | +8,074.1% | +6,801.7% | +5,348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling