+11.0%
MO vs EWT
+85.6%
-74.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.6% | +0.7% |
| 7D | +0.1% | -1.1% | +1.3% | -0.1% |
| 30D | +7.1% | +4.5% | +2.7% | +8.4% |
| 3M | -2.0% | +8.3% | -10.2% | +1.1% |
| 6M | +7.3% | +54.2% | -46.9% | +14.6% |
| YTD | +23.5% | +74.6% | -51.1% | +35.4% |
| 1Y | +11.0% | +84.9% | -73.9% | +26.8% |
| All | +11.0% | +85.6% | -74.6% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling