+1,008.4%
MO vs BR
+1,281.7%
-273.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -2.4% | -5.0% | +2.6% | -1.1% |
| 30D | +3.6% | -2.5% | +6.0% | +4.2% |
| 3M | -3.7% | +13.5% | -17.2% | -7.1% |
| 6M | +4.5% | -9.4% | +13.9% | +6.5% |
| YTD | +21.5% | -23.3% | +44.8% | +29.1% |
| 1Y | +9.5% | -31.6% | +41.1% | +20.0% |
| 3Y | +93.6% | -5.1% | +98.6% | +91.8% |
| 5Y | +97.5% | +8.2% | +89.3% | +85.5% |
| 10Y | +111.2% | +189.8% | -78.7% | +46.7% |
| All | +1,008.4% | +1,281.7% | -273.3% | +370.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling