+148.7%
MO vs EQX
+232.0%
-83.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.2% |
| 7D | +0.1% | -3.2% | +3.3% | +0.2% |
| 30D | +7.1% | +7.8% | -0.6% | +6.9% |
| 3M | -2.0% | +21.3% | -23.3% | -2.6% |
| 6M | +7.3% | -22.4% | +29.7% | +8.1% |
| YTD | +23.5% | -11.3% | +34.8% | +23.5% |
| 1Y | +11.0% | +13.5% | -2.5% | +9.7% |
| 3Y | +95.0% | +162.1% | -67.1% | +82.4% |
| 5Y | +100.6% | +84.2% | +16.4% | +87.9% |
| All | +148.7% | +232.0% | -83.4% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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