+1,198.0%
MO vs CAPR
-98.9%
+1,296.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +26.5% | -25.1% | +1.3% |
| 7D | -0.8% | +25.8% | -26.6% | -0.9% |
| 30D | +8.0% | +50.2% | -42.2% | +7.8% |
| 3M | +20.9% | +185.5% | -164.6% | +20.2% |
| 6M | +16.3% | -64.8% | +81.1% | +16.3% |
| YTD | +40.7% | -61.1% | +101.8% | +40.6% |
| 1Y | +41.5% | +81.0% | -39.5% | +39.4% |
| 3Y | +141.5% | +300.7% | -159.2% | +135.3% |
| 5Y | +153.1% | +223.3% | -70.3% | +146.1% |
| 10Y | +149.3% | -58.8% | +208.1% | +138.7% |
| All | +1,198.0% | -98.9% | +1,296.9% | +1,117.5% |
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