+110.3%
MO vs EXC
+159.4%
-49.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -1.0% | -1.6% | +0.6% | -0.4% |
| 30D | +5.8% | -2.4% | +8.2% | +6.7% |
| 3M | -4.5% | -4.0% | -0.6% | -3.0% |
| 6M | +5.7% | -9.8% | +15.5% | +9.7% |
| YTD | +23.1% | +2.3% | +20.8% | +22.0% |
| 1Y | +10.9% | +3.8% | +7.1% | +9.2% |
| 3Y | +96.1% | +19.7% | +76.4% | +82.0% |
| 5Y | +100.1% | +45.6% | +54.5% | +70.0% |
| All | +110.3% | +159.4% | -49.1% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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