+110.9%
MO vs ENTG
+797.5%
-686.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.2% |
| 7D | +0.1% | +1.2% | -1.0% | +0.1% |
| 30D | +7.1% | -12.9% | +20.0% | +7.7% |
| 3M | -2.0% | -3.1% | +1.1% | -2.3% |
| 6M | +7.3% | +21.0% | -13.7% | +4.9% |
| YTD | +23.5% | +67.0% | -43.6% | +17.6% |
| 1Y | +11.0% | +68.6% | -57.6% | +5.2% |
| 3Y | +95.0% | +48.6% | +46.4% | +81.0% |
| 5Y | +100.6% | +18.6% | +82.0% | +84.7% |
| All | +110.9% | +797.5% | -686.6% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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