+146.1%
MO vs CMS
+134.3%
+11.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | +6.5% | +7.4% | -0.9% | +3.3% |
| 3M | +18.3% | +1.9% | +16.5% | +17.4% |
| 6M | +15.6% | -2.3% | +17.9% | +16.8% |
| YTD | +38.8% | +3.0% | +35.8% | +37.3% |
| 1Y | +41.6% | -2.8% | +44.4% | +43.3% |
| 3Y | +138.2% | +37.9% | +100.3% | +107.8% |
| 5Y | +150.5% | +34.0% | +116.5% | +117.9% |
| 10Y | +146.1% | +138.1% | +8.0% | +63.7% |
| All | +146.1% | +134.3% | +11.8% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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