+5,560.5%
MO vs EL
+1,685.7%
+3,874.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.3% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | +0.6% | +19.8% | -19.2% | -2.3% |
| 3M | -1.0% | +25.7% | -26.7% | -4.7% |
| 6M | +4.3% | +5.4% | -1.1% | +2.5% |
| YTD | +23.3% | +0.2% | +23.1% | +21.3% |
| 1Y | +10.5% | +20.4% | -10.0% | +5.1% |
| 3Y | +96.3% | -32.1% | +128.4% | +98.3% |
| 5Y | +98.9% | -67.2% | +166.1% | +125.0% |
| 10Y | +103.6% | +31.7% | +71.9% | +75.9% |
| All | +5,560.5% | +1,685.7% | +3,874.8% | +3,028.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling