+10.7%
MO vs EMR
+12.5%
-1.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.1% |
| 7D | -1.0% | -1.2% | +0.2% | -1.2% |
| 30D | +5.8% | -9.4% | +15.2% | +4.1% |
| 3M | -4.5% | +8.6% | -13.1% | -3.0% |
| 6M | +5.7% | +6.7% | -1.0% | +7.6% |
| YTD | +23.1% | +13.1% | +10.1% | +26.6% |
| All | +10.7% | +12.5% | -1.8% | +13.1% |
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