+95.0%
MO vs BR
-5.3%
+100.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.1% | -3.0% | +3.1% | +0.5% |
| 30D | +7.1% | -0.3% | +7.4% | +7.2% |
| 3M | -2.0% | +17.3% | -19.3% | -3.7% |
| 6M | +7.3% | -6.7% | +14.0% | +8.4% |
| YTD | +23.5% | -23.4% | +46.9% | +29.5% |
| 1Y | +11.0% | -32.7% | +43.7% | +19.4% |
| 3Y | +95.0% | -5.9% | +100.9% | +90.8% |
| All | +95.0% | -5.3% | +100.3% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling