+97.5%
MO vs COO
-44.2%
+141.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.8% | +0.2% |
| 7D | -2.4% | -9.0% | +6.6% | -1.5% |
| 30D | +3.6% | -16.8% | +20.4% | +5.5% |
| 3M | -3.7% | -7.5% | +3.8% | -3.0% |
| 6M | +4.5% | -16.3% | +20.8% | +6.1% |
| YTD | +21.5% | -22.5% | +44.1% | +24.2% |
| 1Y | +9.5% | -7.0% | +16.5% | +9.8% |
| 3Y | +93.6% | -27.5% | +121.0% | +96.9% |
| 5Y | +97.5% | -43.3% | +140.8% | +110.9% |
| All | +97.5% | -44.2% | +141.7% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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