+148.5%
MO vs ES
+2.9%
+145.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.8% | -0.1% | -1.7% | -1.7% |
| 30D | +5.8% | +5.7% | 0.0% | +4.0% |
| 3M | +12.7% | -2.8% | +15.5% | +13.6% |
| 6M | +14.8% | +7.0% | +7.8% | +12.5% |
| YTD | +37.8% | +6.8% | +31.1% | +35.1% |
| 1Y | +39.5% | -0.5% | +39.9% | +38.9% |
| 3Y | +136.1% | +47.2% | +88.9% | +106.7% |
| 5Y | +148.5% | +2.3% | +146.3% | +142.9% |
| All | +148.5% | +2.9% | +145.6% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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