+155.5%
MO vs CSGP
-62.5%
+218.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -1.9% | +0.7% |
| 7D | +3.3% | +1.3% | +2.0% | +3.2% |
| 30D | +7.5% | +2.8% | +4.7% | +7.2% |
| 3M | +22.8% | -6.3% | +29.1% | +23.0% |
| 6M | +13.4% | -3.2% | +16.5% | +13.1% |
| YTD | +43.0% | -54.0% | +96.9% | +47.2% |
| 1Y | +45.2% | -54.8% | +100.1% | +49.6% |
| 3Y | +145.5% | -60.6% | +206.1% | +153.7% |
| All | +155.5% | -62.5% | +218.0% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling