+91.9%
MO vs EL
-32.9%
+124.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.4% |
| 7D | -2.4% | -2.4% | 0.0% | -2.4% |
| 30D | +3.6% | +13.7% | -10.1% | +3.6% |
| 3M | -3.7% | +14.5% | -18.2% | -3.7% |
| 6M | +4.5% | +7.4% | -2.9% | +4.6% |
| YTD | +21.5% | -4.7% | +26.2% | +21.6% |
| 1Y | +9.5% | +12.9% | -3.4% | +9.7% |
| All | +91.9% | -32.9% | +124.8% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling