+94.5%
MO vs EFX
-12.7%
+107.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -1.0% | -11.1% | +10.1% | -0.1% |
| 30D | +5.8% | -7.4% | +13.2% | +6.4% |
| 3M | -4.5% | +1.5% | -6.0% | -4.4% |
| 6M | +5.7% | -13.7% | +19.4% | +6.6% |
| YTD | +23.1% | -21.9% | +45.0% | +24.9% |
| 1Y | +10.9% | -30.8% | +41.7% | +13.4% |
| All | +94.5% | -12.7% | +107.2% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling