+148.0%
MO vs COMP
-17.6%
+165.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.7% | -12.6% | -2.0% |
| 7D | -2.4% | +13.4% | -15.9% | -2.6% |
| 30D | +9.7% | +11.1% | -1.4% | +9.5% |
| 3M | +14.1% | -18.8% | +33.0% | +14.4% |
| 6M | +11.9% | +10.5% | +1.4% | +11.6% |
| YTD | +38.4% | -3.4% | +41.8% | +38.2% |
| 1Y | +41.9% | +19.7% | +22.2% | +40.9% |
| 3Y | +134.5% | +381.6% | -247.1% | +121.9% |
| All | +148.0% | -17.6% | +165.6% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling