+97.2%
MO vs CAPR
+87.6%
+9.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -1.0% |
| 7D | -2.0% | -9.5% | +7.5% | -2.0% |
| 30D | -0.3% | +121.5% | -121.8% | -0.5% |
| 3M | -2.9% | -65.4% | +62.4% | -3.1% |
| 6M | +5.8% | -67.5% | +73.3% | +5.6% |
| YTD | +22.0% | -68.6% | +90.6% | +21.8% |
| 1Y | +10.7% | +42.7% | -32.0% | +10.1% |
| 3Y | +94.4% | +43.4% | +51.0% | +88.5% |
| 5Y | +97.2% | +86.0% | +11.1% | +85.8% |
| All | +97.2% | +87.6% | +9.6% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling