+14,639.2%
MO vs CRS
+9,806.3%
+4,833.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | +3.6% | -18.1% | +21.7% | +6.0% |
| 3M | -3.7% | -12.4% | +8.7% | -2.5% |
| 6M | +4.5% | +15.9% | -11.4% | +1.8% |
| YTD | +21.5% | +45.8% | -24.3% | +14.8% |
| 1Y | +9.5% | +87.8% | -78.2% | -0.2% |
| 3Y | +93.6% | +648.7% | -555.1% | +43.4% |
| 5Y | +97.5% | +1,416.6% | -1,319.1% | +29.9% |
| 10Y | +111.2% | +1,412.7% | -1,301.5% | +29.8% |
| All | +14,639.2% | +9,806.3% | +4,833.0% | +5,943.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling