+98.0%
MO vs CMS
+35.9%
+62.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.3% | +0.4% | 0.0% | +0.2% |
| 30D | +0.6% | -3.6% | +4.2% | +2.4% |
| 3M | -1.0% | -1.9% | +0.9% | +0.3% |
| 6M | +4.3% | -11.0% | +15.3% | +10.0% |
| YTD | +23.3% | +0.2% | +23.1% | +23.9% |
| 1Y | +10.5% | -1.3% | +11.8% | +11.5% |
| All | +98.0% | +35.9% | +62.2% | +81.7% |
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 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