+45.3%
MO vs ETN
-1.0%
+46.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.9% | +11.3% | -0.3% |
| 7D | +6.9% | -10.1% | +17.0% | +5.1% |
| 30D | +14.9% | -18.4% | +33.3% | +11.4% |
| 3M | +16.4% | -20.4% | +36.9% | +12.8% |
| 6M | +9.6% | -16.0% | +25.6% | +8.7% |
| YTD | +41.8% | +11.8% | +30.1% | +40.4% |
| 1Y | +45.3% | -5.5% | +50.8% | +44.3% |
| All | +45.3% | -1.0% | +46.3% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling