+100.2%
MO vs COMP
-49.4%
+149.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -1.0% |
| 7D | -2.0% | +4.1% | -6.1% | -2.1% |
| 30D | -0.3% | -14.5% | +14.3% | -0.1% |
| 3M | -2.9% | +41.8% | -44.8% | -3.5% |
| 6M | +5.8% | +23.6% | -17.8% | +5.3% |
| YTD | +22.0% | +1.7% | +20.3% | +21.8% |
| 1Y | +10.7% | +12.6% | -1.9% | +10.1% |
| 3Y | +94.4% | +221.9% | -127.5% | +85.9% |
| 5Y | +97.2% | -28.1% | +125.3% | +88.1% |
| All | +100.2% | -49.4% | +149.6% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling