+143.3%
MO vs CG
+44.9%
+98.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.5% |
| 7D | +0.4% | -1.5% | +1.9% | +0.4% |
| 30D | +8.9% | +5.7% | +3.2% | +9.2% |
| 3M | +23.0% | -17.9% | +40.8% | +21.9% |
| 6M | +15.0% | -20.2% | +35.2% | +14.1% |
| YTD | +41.7% | -32.0% | +73.7% | +40.1% |
| 1Y | +43.3% | -27.0% | +70.3% | +42.0% |
| All | +143.3% | +44.9% | +98.4% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling