+155.5%
MO vs EAT
+363.9%
-208.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +3.3% | -4.0% | +7.3% | +3.4% |
| 30D | +7.5% | -2.9% | +10.4% | +7.6% |
| 3M | +22.8% | -16.9% | +39.6% | +23.2% |
| 6M | +13.4% | +57.0% | -43.6% | +11.8% |
| YTD | +43.0% | +38.2% | +4.8% | +41.3% |
| 1Y | +45.2% | +69.3% | -24.0% | +42.3% |
| 3Y | +145.5% | +483.0% | -337.4% | +120.9% |
| All | +155.5% | +363.9% | -208.5% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling