+148.5%
MO vs CMS
+36.1%
+112.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -1.8% | -0.9% | -0.9% | -1.4% |
| 30D | +5.8% | +7.1% | -1.3% | +2.9% |
| 3M | +12.7% | -1.3% | +14.0% | +13.3% |
| 6M | +14.8% | -2.7% | +17.4% | +16.1% |
| YTD | +37.8% | +2.6% | +35.2% | +36.9% |
| 1Y | +39.5% | -2.0% | +41.5% | +40.7% |
| 3Y | +136.1% | +39.6% | +96.4% | +110.7% |
| 5Y | +148.5% | +35.3% | +113.2% | +122.3% |
| All | +148.5% | +36.1% | +112.4% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling