+7,971.6%
MO vs EW
+8,226.0%
-254.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +1.1% |
| 7D | -0.8% | +6.5% | -7.3% | -1.6% |
| 30D | +8.0% | +22.5% | -14.5% | +5.1% |
| 3M | +20.9% | +13.0% | +7.9% | +18.9% |
| 6M | +16.3% | +37.1% | -20.8% | +11.3% |
| YTD | +40.7% | +24.1% | +16.6% | +36.2% |
| 1Y | +41.5% | +24.2% | +17.2% | +36.8% |
| 3Y | +141.5% | +64.8% | +76.7% | +119.9% |
| 5Y | +153.1% | -7.4% | +160.5% | +146.6% |
| 10Y | +149.3% | +248.8% | -99.5% | +97.8% |
| All | +7,971.6% | +8,226.0% | -254.4% | +3,964.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling