+45.3%
MO vs EMR
+25.6%
+19.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.8% |
| 7D | +6.9% | +1.6% | +5.2% | +7.1% |
| 30D | +14.9% | +5.0% | +9.9% | +15.9% |
| 3M | +16.4% | +7.7% | +8.8% | +18.0% |
| 6M | +9.6% | +26.8% | -17.2% | +13.9% |
| YTD | +41.8% | +29.9% | +12.0% | +46.8% |
| 1Y | +45.3% | +25.7% | +19.6% | +50.5% |
| All | +45.3% | +25.6% | +19.7% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling