+111.2%
MO vs CAPR
-77.3%
+188.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.4% |
| 7D | -2.4% | -12.6% | +10.2% | -2.3% |
| 30D | +3.6% | +124.4% | -120.8% | +3.1% |
| 3M | -3.7% | -66.8% | +63.1% | -3.6% |
| 6M | +4.5% | -71.8% | +76.3% | +4.6% |
| YTD | +21.5% | -70.1% | +91.6% | +21.6% |
| 1Y | +9.5% | +33.3% | -23.8% | +7.8% |
| 3Y | +93.6% | +36.7% | +56.9% | +88.2% |
| 5Y | +97.5% | +72.5% | +25.0% | +90.8% |
| 10Y | +111.2% | -77.3% | +188.4% | +97.7% |
| All | +111.2% | -77.3% | +188.4% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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