+132.0%
MO vs CSGP
+63.3%
+68.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.7% | +2.8% | -1.3% |
| 7D | -2.4% | +1.3% | -3.7% | -2.6% |
| 30D | +9.7% | +10.7% | -1.0% | +8.2% |
| 3M | +14.1% | +3.3% | +10.9% | +13.3% |
| 6M | +11.9% | -10.3% | +22.2% | +12.5% |
| YTD | +38.4% | -54.6% | +93.0% | +49.3% |
| 1Y | +41.9% | -54.6% | +96.6% | +53.0% |
| 3Y | +134.5% | -60.3% | +194.8% | +153.8% |
| 5Y | +147.3% | -63.3% | +210.6% | +168.8% |
| All | +132.0% | +63.3% | +68.7% | +108.7% |
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