+110.9%
MO vs BRO
+294.2%
-183.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.1% | -7.3% | +7.5% | +2.5% |
| 30D | +7.1% | -6.9% | +14.0% | +9.5% |
| 3M | -2.0% | +10.7% | -12.6% | -4.9% |
| 6M | +7.3% | -2.7% | +10.0% | +7.7% |
| YTD | +23.5% | -16.3% | +39.8% | +29.5% |
| 1Y | +11.0% | -29.1% | +40.1% | +22.5% |
| 3Y | +95.0% | -7.8% | +102.8% | +93.7% |
| 5Y | +100.6% | +18.7% | +81.9% | +74.9% |
| All | +110.9% | +294.2% | -183.4% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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