+136.1%
MO vs CMS
+37.9%
+98.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | -1.8% | -0.9% | -0.9% | -1.3% |
| 30D | +5.8% | +7.1% | -1.3% | +2.2% |
| 3M | +12.7% | -1.3% | +14.0% | +13.4% |
| 6M | +14.8% | -2.7% | +17.4% | +16.5% |
| YTD | +37.8% | +2.6% | +35.2% | +36.8% |
| 1Y | +39.5% | -2.0% | +41.5% | +41.1% |
| 3Y | +136.1% | +39.6% | +96.4% | +108.2% |
| All | +136.1% | +37.9% | +98.1% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling