+155.7%
MO vs EXPE
+123.5%
+32.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +3.3% | -0.5% | +3.8% | +3.4% |
| 30D | +7.5% | -6.1% | +13.6% | +8.0% |
| 3M | +22.8% | -21.3% | +44.1% | +25.4% |
| 6M | +13.4% | +19.0% | -5.7% | +11.0% |
| YTD | +43.0% | -8.4% | +51.4% | +42.7% |
| 1Y | +45.2% | -2.8% | +48.0% | +43.8% |
| 3Y | +145.5% | +120.8% | +24.8% | +113.7% |
| 5Y | +157.1% | +46.2% | +110.9% | +130.8% |
| All | +155.7% | +123.5% | +32.2% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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