+153.3%
MO vs CI
+145.6%
+7.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | +0.4% | -1.7% | +2.2% | +0.9% |
| 30D | +8.9% | +4.9% | +4.0% | +7.5% |
| 3M | +23.0% | +7.4% | +15.6% | +20.6% |
| 6M | +15.0% | +0.4% | +14.6% | +14.6% |
| YTD | +41.7% | +9.5% | +32.2% | +37.3% |
| 1Y | +43.3% | +12.0% | +31.3% | +37.9% |
| 3Y | +143.2% | +7.1% | +136.1% | +131.9% |
| 5Y | +154.7% | +49.3% | +105.4% | +116.7% |
| All | +153.3% | +145.6% | +7.8% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling