+14,834.6%
MO vs EQT
+2,995.6%
+11,839.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | +5.8% | +1.1% | +4.7% | +5.6% |
| 3M | -4.5% | +4.8% | -9.3% | -5.2% |
| 6M | +5.7% | -10.6% | +16.3% | +7.0% |
| YTD | +23.1% | +3.4% | +19.7% | +22.1% |
| 1Y | +10.9% | +8.7% | +2.2% | +9.0% |
| 3Y | +96.1% | +35.0% | +61.2% | +83.8% |
| 5Y | +100.1% | +204.2% | -104.2% | +61.7% |
| 10Y | +114.0% | +52.5% | +61.5% | +74.6% |
| All | +14,834.6% | +2,995.6% | +11,839.0% | +6,743.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling