+100.1%
MO vs EL
-69.5%
+169.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.7% | +1.4% |
| 7D | -1.0% | -4.4% | +3.3% | -0.9% |
| 30D | +5.8% | +10.3% | -4.5% | +5.3% |
| 3M | -4.5% | +13.4% | -17.9% | -5.1% |
| 6M | +5.7% | +3.1% | +2.7% | +5.5% |
| YTD | +23.1% | -6.9% | +30.0% | +23.1% |
| 1Y | +10.9% | +11.9% | -1.0% | +9.9% |
| 3Y | +96.1% | -33.8% | +129.9% | +102.8% |
| 5Y | +100.1% | -69.0% | +169.0% | +120.1% |
| All | +100.1% | -69.5% | +169.5% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling