+10.7%
MO vs ELF
-29.1%
+39.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +1.3% |
| 7D | -1.0% | -10.8% | +9.8% | -1.1% |
| 30D | +5.8% | +0.8% | +5.0% | +5.8% |
| 3M | -4.5% | +64.8% | -69.3% | -3.6% |
| 6M | +5.7% | +19.0% | -13.2% | +6.3% |
| YTD | +23.1% | +25.9% | -2.8% | +23.9% |
| All | +10.7% | -29.1% | +39.8% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling