+110.9%
MO vs EWT
+523.5%
-412.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.6% | 0.0% |
| 7D | +0.1% | -1.1% | +1.3% | +0.3% |
| 30D | +7.1% | +4.5% | +2.7% | +6.4% |
| 3M | -2.0% | +8.3% | -10.2% | -3.5% |
| 6M | +7.3% | +54.2% | -46.9% | -2.7% |
| YTD | +23.5% | +74.6% | -51.1% | +8.7% |
| 1Y | +11.0% | +84.9% | -73.9% | -3.8% |
| 3Y | +95.0% | +197.5% | -102.5% | +43.2% |
| 5Y | +100.6% | +150.6% | -50.0% | +55.4% |
| All | +110.9% | +523.5% | -412.7% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling