+102.2%
MO vs EQT
+197.4%
-95.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | +5.8% | +1.1% | +4.7% | +5.7% |
| 3M | -4.5% | +4.8% | -9.3% | -4.9% |
| 6M | +5.7% | -10.6% | +16.3% | +6.5% |
| YTD | +23.1% | +3.4% | +19.7% | +22.6% |
| 1Y | +10.9% | +8.7% | +2.2% | +9.9% |
| 3Y | +96.1% | +35.0% | +61.2% | +88.4% |
| All | +102.2% | +197.4% | -95.2% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling