+14,875.9%
MO vs ETN
+20,763.6%
-5,887.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.5% |
| 7D | +0.1% | +3.5% | -3.4% | -0.5% |
| 30D | +7.1% | -7.5% | +14.7% | +8.5% |
| 3M | -2.0% | +8.3% | -10.3% | -4.4% |
| 6M | +7.3% | +20.2% | -12.9% | +1.9% |
| YTD | +23.5% | +34.7% | -11.2% | +14.3% |
| 1Y | +11.0% | +19.4% | -8.5% | +4.9% |
| 3Y | +95.0% | +85.5% | +9.5% | +62.2% |
| 5Y | +100.6% | +186.6% | -86.0% | +49.3% |
| 10Y | +114.5% | +724.7% | -610.1% | +24.2% |
| All | +14,875.9% | +20,763.6% | -5,887.8% | +4,036.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling