+1,450.5%
MO vs EFV
+253.2%
+1,197.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | +3.6% | 0.0% | +3.6% | +3.6% |
| 3M | -3.7% | +8.4% | -12.1% | -7.1% |
| 6M | +4.5% | +12.3% | -7.8% | -1.0% |
| YTD | +21.5% | +17.4% | +4.1% | +12.9% |
| 1Y | +9.5% | +27.1% | -17.6% | -1.7% |
| 3Y | +93.6% | +90.7% | +2.9% | +44.7% |
| 5Y | +97.5% | +95.6% | +1.9% | +44.9% |
| 10Y | +111.2% | +165.3% | -54.1% | +35.3% |
| All | +1,450.5% | +253.2% | +1,197.3% | +803.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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