+1,037.1%
MO vs CAPR
-99.1%
+1,136.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | +0.3% | -2.0% | +2.3% | +0.3% |
| 30D | +0.6% | +139.2% | -138.5% | +0.2% |
| 3M | -1.0% | -66.4% | +65.4% | -0.9% |
| 6M | +4.3% | -63.1% | +67.5% | +4.4% |
| YTD | +23.3% | -67.4% | +90.7% | +23.4% |
| 1Y | +10.5% | +58.2% | -47.8% | +8.9% |
| 3Y | +96.3% | +42.2% | +54.1% | +92.2% |
| 5Y | +98.9% | +87.3% | +11.6% | +93.9% |
| 10Y | +103.6% | -75.3% | +178.9% | +95.3% |
| All | +1,037.1% | -99.1% | +1,136.2% | +967.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling