+146.1%
MO vs CSGP
+61.5%
+84.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.0% |
| 7D | -0.8% | -3.2% | +2.4% | -0.4% |
| 30D | +6.5% | +2.2% | +4.3% | +6.0% |
| 3M | +18.3% | -3.7% | +22.0% | +18.4% |
| 6M | +15.6% | -7.4% | +23.0% | +15.9% |
| YTD | +38.8% | -54.9% | +93.7% | +49.8% |
| 1Y | +41.6% | -54.9% | +96.5% | +52.7% |
| 3Y | +138.2% | -61.9% | +200.2% | +159.2% |
| 5Y | +150.5% | -63.1% | +213.6% | +171.8% |
| 10Y | +146.1% | +65.1% | +80.9% | +123.5% |
| All | +146.1% | +61.5% | +84.6% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling