+110.3%
MO vs EAT
+379.9%
-269.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -1.0% | -6.2% | +5.2% | -0.5% |
| 30D | +5.8% | -3.0% | +8.8% | +5.9% |
| 3M | -4.5% | +45.6% | -50.2% | -7.5% |
| 6M | +5.7% | +53.5% | -47.8% | +1.5% |
| YTD | +23.1% | +49.6% | -26.5% | +18.2% |
| 1Y | +10.9% | +38.9% | -28.0% | +6.9% |
| 3Y | +96.1% | +589.7% | -493.5% | +58.7% |
| 5Y | +100.1% | +318.7% | -218.6% | +66.1% |
| All | +110.3% | +379.9% | -269.6% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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