+1,722.5%
MO vs EXPE
+733.4%
+989.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +0.4% | -4.2% | +4.6% | +0.9% |
| 30D | +8.9% | -4.5% | +13.4% | +9.2% |
| 3M | +23.0% | -19.7% | +42.7% | +25.5% |
| 6M | +15.0% | +18.3% | -3.3% | +12.4% |
| YTD | +41.7% | -7.3% | +49.0% | +41.0% |
| 1Y | +43.3% | -3.9% | +47.2% | +41.8% |
| 3Y | +143.2% | +123.0% | +20.2% | +113.0% |
| 5Y | +154.7% | +47.9% | +106.8% | +128.2% |
| 10Y | +151.0% | +126.5% | +24.5% | +101.1% |
| All | +1,722.5% | +733.4% | +989.2% | +1,007.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling