+110.9%
MO vs CG
+314.7%
-203.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +0.1% | -9.9% | +10.0% | +1.3% |
| 30D | +7.1% | -11.7% | +18.8% | +8.6% |
| 3M | -2.0% | -4.3% | +2.3% | -1.8% |
| 6M | +7.3% | -8.8% | +16.1% | +7.9% |
| YTD | +23.5% | -26.9% | +50.3% | +27.2% |
| 1Y | +11.0% | -35.4% | +46.4% | +16.1% |
| 3Y | +95.0% | +43.0% | +52.0% | +73.8% |
| 5Y | +100.6% | +1.9% | +98.7% | +84.7% |
| All | +110.9% | +314.7% | -203.9% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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