+14,639.2%
MO vs ETR
+4,408.0%
+10,231.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | 0.0% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | +3.6% | +2.0% | +1.5% | +2.9% |
| 3M | -3.7% | -1.7% | -2.0% | -3.3% |
| 6M | +4.5% | +3.6% | +0.9% | +3.2% |
| YTD | +21.5% | +18.0% | +3.5% | +15.1% |
| 1Y | +9.5% | +26.2% | -16.7% | +1.4% |
| 3Y | +93.6% | +148.0% | -54.4% | +43.2% |
| 5Y | +97.5% | +126.1% | -28.6% | +49.0% |
| 10Y | +111.2% | +302.3% | -191.1% | +30.3% |
| All | +14,639.2% | +4,408.0% | +10,231.2% | +4,235.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling