+110.1%
MO vs ELF
+299.0%
-188.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +1.5% |
| 7D | -1.0% | -10.8% | +9.8% | -0.4% |
| 30D | +5.8% | +0.8% | +5.0% | +5.7% |
| 3M | -4.5% | +64.8% | -69.3% | -7.1% |
| 6M | +5.7% | +19.0% | -13.2% | +4.4% |
| YTD | +23.1% | +25.9% | -2.8% | +20.8% |
| 1Y | +10.9% | -28.8% | +39.7% | +11.7% |
| 3Y | +96.1% | -29.6% | +125.7% | +91.4% |
| 5Y | +100.1% | +216.2% | -116.2% | +63.7% |
| All | +110.1% | +299.0% | -188.9% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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