+1,171.5%
MO vs CAPR
-99.0%
+1,270.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.4% | -9.9% | -0.4% |
| 7D | -1.8% | +36.0% | -37.8% | -1.9% |
| 30D | +5.8% | +25.8% | -20.0% | +5.6% |
| 3M | +12.7% | +140.8% | -128.1% | +12.2% |
| 6M | +14.8% | -67.6% | +82.3% | +14.8% |
| YTD | +37.8% | -65.9% | +103.7% | +37.9% |
| 1Y | +39.5% | +66.1% | -26.6% | +37.5% |
| 3Y | +136.1% | +256.9% | -120.8% | +130.1% |
| 5Y | +148.5% | +172.1% | -23.6% | +141.9% |
| 10Y | +135.5% | -64.7% | +200.2% | +125.7% |
| All | +1,171.5% | -99.0% | +1,270.5% | +1,093.5% |
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