+110.9%
MO vs CAG
-36.2%
+147.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.1% | -5.7% | +5.8% | +1.9% |
| 30D | +7.1% | -2.4% | +9.6% | +7.8% |
| 3M | -2.0% | +9.8% | -11.7% | -4.8% |
| 6M | +7.3% | -10.8% | +18.1% | +10.4% |
| YTD | +23.5% | -10.8% | +34.3% | +26.7% |
| 1Y | +11.0% | -19.0% | +30.0% | +16.9% |
| 3Y | +95.0% | -39.7% | +134.7% | +121.6% |
| 5Y | +100.6% | -43.0% | +143.6% | +131.1% |
| All | +110.9% | -36.2% | +147.0% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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