+170.7%
MO vs ETSY
+129.6%
+41.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | -2.4% | -12.9% | +10.5% | -1.9% |
| 30D | +3.6% | -11.5% | +15.0% | +4.1% |
| 3M | -3.7% | +3.5% | -7.2% | -3.8% |
| 6M | +4.5% | +27.6% | -23.1% | +3.3% |
| YTD | +21.5% | +28.4% | -6.9% | +20.0% |
| 1Y | +9.5% | +27.1% | -17.6% | +8.0% |
| 3Y | +93.6% | +6.0% | +87.5% | +90.7% |
| 5Y | +97.5% | -67.1% | +164.6% | +100.5% |
| 10Y | +111.2% | +421.9% | -310.8% | +87.3% |
| All | +170.7% | +129.6% | +41.1% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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