+14,639.2%
MO vs EFX
+6,078.9%
+8,560.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | 0.0% |
| 7D | -2.4% | -9.4% | +7.0% | -0.7% |
| 30D | +3.6% | -6.9% | +10.5% | +4.8% |
| 3M | -3.7% | +0.1% | -3.8% | -3.9% |
| 6M | +4.5% | -17.3% | +21.8% | +7.4% |
| YTD | +21.5% | -21.8% | +43.3% | +25.6% |
| 1Y | +9.5% | -32.5% | +42.1% | +16.1% |
| 3Y | +93.6% | -12.3% | +105.9% | +91.2% |
| 5Y | +97.5% | -36.6% | +134.1% | +102.9% |
| 10Y | +111.2% | +41.0% | +70.1% | +79.7% |
| All | +14,639.2% | +6,078.9% | +8,560.3% | +5,805.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling