+8,102.0%
MO vs EW
+8,331.5%
-229.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +3.3% | +4.9% | -1.6% | +2.6% |
| 30D | +7.5% | +23.9% | -16.4% | +4.5% |
| 3M | +22.8% | +15.8% | +7.0% | +20.3% |
| 6M | +13.4% | +31.7% | -18.3% | +9.0% |
| YTD | +43.0% | +25.7% | +17.3% | +38.1% |
| 1Y | +45.2% | +24.4% | +20.8% | +40.4% |
| 3Y | +145.5% | +65.9% | +79.7% | +123.4% |
| 5Y | +157.1% | -7.6% | +164.7% | +150.6% |
| 10Y | +153.3% | +253.2% | -99.9% | +100.6% |
| All | +8,102.0% | +8,331.5% | -229.5% | +4,023.6% |
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