+14,854.2%
MO vs EAT
+11,644.8%
+3,209.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +0.6% | +1.9% | -1.2% | +0.3% |
| 3M | -1.0% | +68.7% | -69.6% | -5.9% |
| 6M | +4.3% | +66.9% | -62.6% | -1.2% |
| YTD | +23.3% | +60.4% | -37.1% | +16.9% |
| 1Y | +10.5% | +44.0% | -33.5% | +5.5% |
| 3Y | +96.3% | +604.7% | -508.4% | +56.8% |
| 5Y | +98.9% | +347.0% | -248.1% | +62.1% |
| 10Y | +103.6% | +390.8% | -287.2% | +52.2% |
| All | +14,854.2% | +11,644.8% | +3,209.4% | +5,729.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling