+155.7%
MO vs CF
+479.1%
-323.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.3% | +4.8% | -1.5% | +2.6% |
| 30D | +7.5% | +4.7% | +2.8% | +6.7% |
| 3M | +22.8% | +7.4% | +15.3% | +21.1% |
| 6M | +13.4% | +0.6% | +12.8% | +12.7% |
| YTD | +43.0% | +64.1% | -21.1% | +30.3% |
| 1Y | +45.2% | +51.4% | -6.2% | +34.0% |
| 3Y | +145.5% | +67.8% | +77.7% | +118.9% |
| 5Y | +157.1% | +114.1% | +42.9% | +110.8% |
| All | +155.7% | +479.1% | -323.4% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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