+95.0%
MO vs CRS
+612.2%
-517.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +0.1% | -6.8% | +6.9% | 0.0% |
| 30D | +7.1% | -16.1% | +23.3% | +6.9% |
| 3M | -2.0% | -21.2% | +19.2% | -2.3% |
| 6M | +7.3% | +8.7% | -1.4% | +7.2% |
| YTD | +23.5% | +41.0% | -17.5% | +23.5% |
| 1Y | +11.0% | +82.7% | -71.7% | +11.6% |
| 3Y | +95.0% | +604.8% | -509.8% | +104.4% |
| All | +95.0% | +612.2% | -517.2% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling