+45.3%
MO vs CRS
-3.8%
+49.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +1.3% |
| 7D | +6.9% | +4.3% | +2.6% | +7.0% |
| 30D | +14.9% | -25.5% | +40.4% | +13.8% |
| 3M | +16.4% | -48.7% | +65.2% | +15.2% |
| 6M | +9.6% | -31.6% | +41.2% | +7.2% |
| YTD | +41.8% | -7.0% | +48.9% | +33.9% |
| 1Y | +45.3% | -4.5% | +49.8% | +37.1% |
| All | +45.3% | -3.8% | +49.1% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling