+10.9%
MO vs CMS
-1.5%
+12.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.8% |
| 7D | -1.0% | -1.3% | +0.3% | -0.2% |
| 30D | +5.8% | -2.8% | +8.6% | +7.5% |
| 3M | -4.5% | -7.1% | +2.6% | +0.2% |
| 6M | +5.7% | -10.0% | +15.8% | +12.5% |
| YTD | +23.1% | -0.9% | +24.1% | +26.5% |
| 1Y | +10.9% | -2.0% | +12.9% | +13.6% |
| All | +10.9% | -1.5% | +12.4% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling