+97.5%
MO vs EW
-29.9%
+127.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -2.4% | -5.1% | +2.7% | -2.1% |
| 30D | +3.6% | -6.4% | +9.9% | +4.0% |
| 3M | -3.7% | -1.6% | -2.2% | -3.7% |
| 6M | +4.5% | +2.3% | +2.2% | +4.3% |
| YTD | +21.5% | +1.1% | +20.4% | +21.3% |
| 1Y | +9.5% | +8.0% | +1.5% | +8.8% |
| 3Y | +93.6% | +16.3% | +77.2% | +88.4% |
| 5Y | +97.5% | -29.4% | +126.9% | +92.7% |
| All | +97.5% | -29.9% | +127.4% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 5y: compounded portfolio wealth divided by compounded EW 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…
5y analysis · Full analysis span regression · 6 months rolling