+14,875.9%
MO vs BRO
+25,535.4%
-10,659.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.1% | -7.3% | +7.5% | +1.2% |
| 30D | +7.1% | -6.9% | +14.0% | +8.2% |
| 3M | -2.0% | +10.7% | -12.6% | -3.2% |
| 6M | +7.3% | -2.7% | +10.0% | +7.5% |
| YTD | +23.5% | -16.3% | +39.8% | +26.0% |
| 1Y | +11.0% | -29.1% | +40.1% | +15.7% |
| 3Y | +95.0% | -7.8% | +102.8% | +95.6% |
| 5Y | +100.6% | +18.7% | +81.9% | +93.3% |
| 10Y | +114.5% | +291.9% | -177.3% | +80.9% |
| All | +14,875.9% | +25,535.4% | -10,659.6% | +10,309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling