+16,738.5%
MO vs CMS
+473.2%
+16,265.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +6.5% | +7.4% | -0.9% | +4.8% |
| 3M | +18.3% | +1.9% | +16.5% | +17.8% |
| 6M | +15.6% | -2.3% | +17.9% | +16.3% |
| YTD | +38.8% | +3.0% | +35.8% | +38.0% |
| 1Y | +41.6% | -2.8% | +44.4% | +42.6% |
| 3Y | +138.2% | +37.9% | +100.3% | +121.5% |
| 5Y | +150.5% | +34.0% | +116.5% | +133.1% |
| 10Y | +146.1% | +138.1% | +8.0% | +102.7% |
| All | +16,738.5% | +473.2% | +16,265.3% | +11,828.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling