+828.5%
MO vs EMB
+132.1%
+696.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +0.6% | -0.3% | +0.9% | +0.8% |
| 3M | -1.0% | -0.4% | -0.6% | -0.9% |
| 6M | +4.3% | +0.1% | +4.2% | +4.2% |
| YTD | +23.3% | +1.6% | +21.7% | +22.4% |
| 1Y | +10.5% | +5.6% | +4.8% | +8.0% |
| 3Y | +96.3% | +29.8% | +66.4% | +76.4% |
| 5Y | +98.9% | +7.3% | +91.6% | +92.6% |
| 10Y | +103.6% | +30.4% | +73.2% | +83.8% |
| All | +828.5% | +132.1% | +696.3% | +718.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling