+110.9%
MO vs BR
+189.7%
-78.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | -3.0% | +3.1% | +0.9% |
| 30D | +7.1% | -0.3% | +7.4% | +7.2% |
| 3M | -2.0% | +17.3% | -19.3% | -6.1% |
| 6M | +7.3% | -6.7% | +14.0% | +8.6% |
| YTD | +23.5% | -23.4% | +46.9% | +31.7% |
| 1Y | +11.0% | -32.7% | +43.7% | +22.7% |
| 3Y | +95.0% | -5.9% | +100.9% | +93.2% |
| 5Y | +100.6% | +8.4% | +92.2% | +87.1% |
| All | +110.9% | +189.7% | -78.8% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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