+97.5%
MO vs EMB
+7.1%
+90.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +3.6% | -0.3% | +3.9% | +3.7% |
| 3M | -3.7% | -0.3% | -3.4% | -3.7% |
| 6M | +4.5% | +0.7% | +3.8% | +4.2% |
| YTD | +21.5% | +1.3% | +20.2% | +21.0% |
| 1Y | +9.5% | +4.7% | +4.8% | +8.1% |
| 3Y | +93.6% | +30.1% | +63.5% | +79.2% |
| 5Y | +97.5% | +6.9% | +90.6% | +77.9% |
| All | +97.5% | +7.1% | +90.4% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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