+100.1%
MO vs EWT
+144.9%
-44.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.9% | +1.2% |
| 7D | -1.0% | -1.1% | +0.1% | -1.0% |
| 30D | +5.8% | +4.8% | +1.0% | +6.0% |
| 3M | -4.5% | +11.1% | -15.7% | -4.1% |
| 6M | +5.7% | +54.6% | -48.9% | +4.6% |
| YTD | +23.1% | +71.4% | -48.3% | +21.1% |
| 1Y | +10.9% | +82.1% | -71.2% | +8.7% |
| 3Y | +96.1% | +193.2% | -97.1% | +76.2% |
| 5Y | +100.1% | +146.1% | -46.0% | +83.2% |
| All | +100.1% | +144.9% | -44.8% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling