+155.5%
MO vs EMB
+7.3%
+148.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +3.3% | -0.9% | +4.2% | +3.5% |
| 30D | +7.5% | +0.4% | +7.2% | +7.5% |
| 3M | +22.8% | -3.1% | +25.9% | +23.7% |
| 6M | +13.4% | -2.1% | +15.4% | +13.8% |
| YTD | +43.0% | -1.1% | +44.1% | +43.2% |
| 1Y | +45.2% | -0.1% | +45.3% | +45.0% |
| 3Y | +145.5% | +29.6% | +116.0% | +127.5% |
| All | +155.5% | +7.3% | +148.2% | +138.9% |
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