+110.4%
MO vs ELF
+357.0%
-246.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | +0.3% | +5.4% | -5.0% | +0.1% |
| 30D | +0.6% | +27.0% | -26.3% | -0.6% |
| 3M | -1.0% | +113.2% | -114.2% | -5.0% |
| 6M | +4.3% | +36.6% | -32.2% | +2.3% |
| YTD | +23.3% | +44.2% | -20.9% | +20.2% |
| 1Y | +10.5% | -18.0% | +28.4% | +10.5% |
| 3Y | +96.3% | -19.9% | +116.2% | +90.3% |
| 5Y | +98.9% | +257.7% | -158.8% | +61.8% |
| All | +110.4% | +357.0% | -246.6% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling