+110.9%
MO vs ETR
+296.9%
-186.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | -1.8% | +2.0% | +0.8% |
| 30D | +7.1% | -1.8% | +8.9% | +7.8% |
| 3M | -2.0% | -3.6% | +1.6% | -0.8% |
| 6M | +7.3% | +2.6% | +4.7% | +6.1% |
| YTD | +23.5% | +16.0% | +7.4% | +16.8% |
| 1Y | +11.0% | +20.1% | -9.1% | +3.4% |
| 3Y | +95.0% | +143.6% | -48.6% | +37.9% |
| 5Y | +100.6% | +124.4% | -23.7% | +44.6% |
| All | +110.9% | +296.9% | -186.0% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling