+14,854.1%
MO vs ES
+1,243.3%
+13,610.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +0.6% | -2.0% | +2.6% | +1.2% |
| 3M | -1.0% | +1.7% | -2.7% | -1.4% |
| 6M | +4.3% | -3.5% | +7.9% | +5.3% |
| YTD | +23.3% | +7.9% | +15.4% | +20.6% |
| 1Y | +10.5% | +17.2% | -6.7% | +5.1% |
| 3Y | +96.3% | +29.3% | +67.0% | +79.3% |
| 5Y | +98.9% | -5.7% | +104.6% | +96.9% |
| 10Y | +103.6% | +85.2% | +18.4% | +65.7% |
| All | +14,854.1% | +1,243.3% | +13,610.9% | +6,993.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling