+145.5%
MO vs FDS
-23.3%
+168.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +3.3% | +1.5% | +1.8% | +3.2% |
| 30D | +7.5% | +14.8% | -7.3% | +6.2% |
| 3M | +22.8% | +16.3% | +6.5% | +20.9% |
| 6M | +13.4% | +66.2% | -52.9% | +9.6% |
| YTD | +43.0% | +16.2% | +26.8% | +42.3% |
| 1Y | +45.2% | +21.8% | +23.4% | +43.6% |
| 3Y | +145.5% | -23.9% | +169.4% | +157.0% |
| All | +145.5% | -23.3% | +168.8% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling