+149.3%
MO vs CSGP
+65.4%
+83.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -0.8% | -7.1% | +6.3% | 0.0% |
| 30D | +8.0% | +3.6% | +4.4% | +7.3% |
| 3M | +20.9% | -2.7% | +23.6% | +20.8% |
| 6M | +16.3% | -8.0% | +24.4% | +16.7% |
| YTD | +40.7% | -55.0% | +95.7% | +51.9% |
| 1Y | +41.5% | -55.8% | +97.2% | +52.9% |
| 3Y | +141.5% | -62.0% | +203.5% | +162.8% |
| 5Y | +153.1% | -62.9% | +216.0% | +174.4% |
| 10Y | +149.3% | +62.6% | +86.7% | +126.9% |
| All | +149.3% | +65.4% | +83.9% | +126.9% |
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