+149.3%
MO vs CMS
+137.8%
+11.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -0.8% | -1.1% | +0.3% | -0.3% |
| 30D | +8.0% | +6.6% | +1.4% | +5.1% |
| 3M | +20.9% | +0.8% | +20.1% | +20.5% |
| 6M | +16.3% | -3.3% | +19.6% | +18.1% |
| YTD | +40.7% | +2.7% | +38.0% | +39.3% |
| 1Y | +41.5% | -4.0% | +45.5% | +43.9% |
| 3Y | +141.5% | +37.6% | +103.9% | +110.9% |
| 5Y | +153.1% | +35.4% | +117.6% | +119.1% |
| 10Y | +149.3% | +136.0% | +13.3% | +66.6% |
| All | +149.3% | +137.8% | +11.5% | +66.6% |
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