+95.0%
MO vs ET
+96.2%
-1.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +7.1% | +2.9% | +4.3% | +6.8% |
| 3M | -2.0% | +16.8% | -18.8% | -3.8% |
| 6M | +7.3% | +18.9% | -11.6% | +5.3% |
| YTD | +23.5% | +37.7% | -14.2% | +19.8% |
| 1Y | +11.0% | +32.4% | -21.4% | +8.0% |
| 3Y | +95.0% | +99.5% | -4.5% | +60.1% |
| All | +95.0% | +96.2% | -1.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling