+110.9%
MO vs EME
+1,362.1%
-1,251.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.3% |
| 7D | +0.1% | +3.5% | -3.4% | -0.3% |
| 30D | +7.1% | -6.3% | +13.5% | +8.0% |
| 3M | -2.0% | -3.8% | +1.8% | -2.0% |
| 6M | +7.3% | +8.5% | -1.2% | +4.6% |
| YTD | +23.5% | +27.8% | -4.4% | +16.5% |
| 1Y | +11.0% | +22.2% | -11.2% | +5.1% |
| 3Y | +95.0% | +253.5% | -158.5% | +39.1% |
| 5Y | +100.6% | +578.6% | -478.0% | +16.4% |
| All | +110.9% | +1,362.1% | -1,251.3% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling