+10.9%
MO vs EXPE
+28.4%
-17.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +1.4% |
| 7D | -1.0% | -8.7% | +7.7% | -1.3% |
| 30D | +5.8% | -13.6% | +19.4% | +5.3% |
| 3M | -4.5% | +26.6% | -31.2% | -1.7% |
| 6M | +5.7% | +19.9% | -14.2% | +8.6% |
| YTD | +23.1% | -1.7% | +24.8% | +25.2% |
| 1Y | +10.9% | +29.4% | -18.5% | +12.5% |
| All | +10.9% | +28.4% | -17.5% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling