+107.5%
MO vs CMS
+122.2%
-14.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | +3.6% | -1.3% | +4.9% | +4.1% |
| 3M | -3.7% | -5.4% | +1.7% | -1.3% |
| 6M | +4.5% | -10.3% | +14.8% | +9.5% |
| YTD | +21.5% | -0.2% | +21.7% | +21.8% |
| 1Y | +9.5% | -0.9% | +10.4% | +9.9% |
| 3Y | +93.6% | +34.0% | +59.6% | +70.5% |
| 5Y | +97.5% | +23.6% | +73.9% | +77.7% |
| All | +107.5% | +122.2% | -14.7% | +41.9% |
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