+110.9%
MO vs EL
+26.1%
+84.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +0.1% | -6.5% | +6.6% | +1.0% |
| 30D | +7.1% | +11.1% | -4.0% | +5.5% |
| 3M | -2.0% | +10.7% | -12.7% | -3.5% |
| 6M | +7.3% | +6.9% | +0.4% | +5.6% |
| YTD | +23.5% | -6.3% | +29.7% | +23.0% |
| 1Y | +11.0% | +13.5% | -2.5% | +7.1% |
| 3Y | +95.0% | -33.1% | +128.1% | +102.2% |
| 5Y | +100.6% | -68.8% | +169.4% | +146.9% |
| All | +110.9% | +26.1% | +84.7% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling