+4.5%
MO vs EWT
+62.7%
-58.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.3% |
| 7D | -2.4% | +2.1% | -4.5% | -1.7% |
| 30D | +3.6% | +9.4% | -5.8% | +6.6% |
| 3M | -3.7% | +10.9% | -14.6% | +0.8% |
| 6M | +4.5% | +57.9% | -53.4% | +13.4% |
| All | +4.5% | +62.7% | -58.2% | +13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling