+16,621.6%
MO vs CMS
+471.3%
+16,150.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -1.8% | -0.9% | -0.9% | -1.6% |
| 30D | +5.8% | +7.1% | -1.3% | +4.1% |
| 3M | +12.7% | -1.3% | +14.0% | +13.0% |
| 6M | +14.8% | -2.7% | +17.4% | +15.5% |
| YTD | +37.8% | +2.6% | +35.2% | +37.2% |
| 1Y | +39.5% | -2.0% | +41.5% | +40.2% |
| 3Y | +136.1% | +39.6% | +96.4% | +118.9% |
| 5Y | +148.5% | +35.3% | +113.2% | +130.7% |
| 10Y | +135.5% | +132.3% | +3.2% | +95.0% |
| All | +16,621.6% | +471.3% | +16,150.3% | +11,754.8% |
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