+45.3%
MO vs CI
+21.2%
+24.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.0% | +0.6% |
| 7D | +6.9% | +3.5% | +3.3% | +6.1% |
| 30D | +14.9% | +12.6% | +2.3% | +12.4% |
| 3M | +16.4% | +12.1% | +4.4% | +14.1% |
| 6M | +9.6% | +10.6% | -1.0% | +8.0% |
| YTD | +41.8% | +12.8% | +29.0% | +38.7% |
| 1Y | +45.3% | +18.0% | +27.3% | +40.2% |
| All | +45.3% | +21.2% | +24.1% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling