+890.9%
MO vs BTG
+385.9%
+505.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | -2.4% | +2.4% | -4.8% | -2.5% |
| 30D | +3.6% | +9.5% | -5.9% | +3.4% |
| 3M | -3.7% | +38.5% | -42.2% | -4.5% |
| 6M | +4.5% | +5.6% | -1.1% | +4.2% |
| YTD | +21.5% | +23.9% | -2.4% | +20.5% |
| 1Y | +9.5% | +32.1% | -22.6% | +8.4% |
| 3Y | +93.6% | +103.2% | -9.6% | +88.7% |
| 5Y | +97.5% | +79.7% | +17.8% | +92.5% |
| 10Y | +111.2% | +159.1% | -48.0% | +102.4% |
| All | +890.9% | +385.9% | +505.0% | +863.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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