+97.5%
MO vs ESI
+74.4%
+23.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | -2.4% | +3.9% | -6.3% | -2.4% |
| 30D | +3.6% | -3.8% | +7.4% | +3.6% |
| 3M | -3.7% | -13.1% | +9.4% | -3.6% |
| 6M | +4.5% | +11.3% | -6.8% | +3.0% |
| YTD | +21.5% | +44.1% | -22.6% | +17.8% |
| 1Y | +9.5% | +40.3% | -30.8% | +6.2% |
| 3Y | +93.6% | +84.1% | +9.5% | +78.7% |
| 5Y | +97.5% | +75.8% | +21.7% | +75.8% |
| All | +97.5% | +74.4% | +23.1% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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