+97.2%
MO vs CI
+40.1%
+57.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | -2.0% | -2.0% | 0.0% | -1.6% |
| 30D | -0.3% | -1.8% | +1.6% | +0.2% |
| 3M | -2.9% | -4.2% | +1.3% | -2.1% |
| 6M | +5.8% | +2.7% | +3.1% | +4.8% |
| YTD | +22.0% | +1.9% | +20.1% | +20.8% |
| 1Y | +10.7% | -6.3% | +16.9% | +11.4% |
| 3Y | +94.4% | +3.9% | +90.5% | +89.4% |
| 5Y | +97.2% | +41.9% | +55.3% | +73.7% |
| All | +97.2% | +40.1% | +57.1% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling