+17,245.8%
MO vs EMR
+4,423.3%
+12,822.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.3% | +2.8% | +0.5% | +2.5% |
| 30D | +7.5% | +3.7% | +3.9% | +6.4% |
| 3M | +22.8% | +2.0% | +20.7% | +21.8% |
| 6M | +13.4% | +22.1% | -8.8% | +6.7% |
| YTD | +43.0% | +27.2% | +15.8% | +31.8% |
| 1Y | +45.2% | +32.0% | +13.2% | +32.4% |
| 3Y | +145.5% | +103.3% | +42.3% | +92.7% |
| 5Y | +157.1% | +88.2% | +68.8% | +103.4% |
| 10Y | +153.3% | +280.4% | -127.1% | +57.9% |
| All | +17,245.8% | +4,423.3% | +12,822.5% | +3,965.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling