+3,668.3%
MO vs CSGP
+3,334.4%
+333.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.7% |
| 7D | +0.3% | -4.1% | +4.4% | +0.6% |
| 30D | +0.6% | +2.3% | -1.7% | +0.4% |
| 3M | -1.0% | -8.2% | +7.2% | -0.6% |
| 6M | +4.3% | -35.1% | +39.4% | +6.9% |
| YTD | +23.3% | -54.0% | +77.3% | +28.7% |
| 1Y | +10.5% | -65.3% | +75.8% | +17.3% |
| 3Y | +96.3% | -62.6% | +158.8% | +106.4% |
| 5Y | +98.9% | -64.8% | +163.7% | +108.4% |
| 10Y | +103.6% | +45.1% | +58.5% | +95.9% |
| All | +3,668.3% | +3,334.4% | +333.8% | +3,231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling