+6,971.1%
MO vs EW
+6,974.1%
-3.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.3% | -0.3% | +0.7% | +0.4% |
| 30D | +0.6% | +1.0% | -0.4% | +0.5% |
| 3M | -1.0% | +2.8% | -3.8% | -1.4% |
| 6M | +4.3% | +5.5% | -1.1% | +3.3% |
| YTD | +23.3% | +5.5% | +17.8% | +22.0% |
| 1Y | +10.5% | +11.0% | -0.6% | +8.4% |
| 3Y | +96.3% | +17.7% | +78.6% | +87.4% |
| 5Y | +98.9% | -25.7% | +124.6% | +99.6% |
| 10Y | +103.6% | +132.8% | -29.2% | +70.0% |
| All | +6,971.1% | +6,974.1% | -3.0% | +3,541.7% |
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 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