+110.3%
MO vs CTAS
+675.6%
-565.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | +5.8% | -3.1% | +8.9% | +6.7% |
| 3M | -4.5% | +10.3% | -14.8% | -7.1% |
| 6M | +5.7% | +1.6% | +4.1% | +5.0% |
| YTD | +23.1% | +6.3% | +16.8% | +20.6% |
| 1Y | +10.9% | -0.5% | +11.4% | +10.6% |
| 3Y | +96.1% | +64.6% | +31.5% | +65.4% |
| 5Y | +100.1% | +106.0% | -5.9% | +54.6% |
| All | +110.3% | +675.6% | -565.4% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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