+97.5%
MO vs FDS
-23.5%
+121.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.1% |
| 7D | -2.4% | -8.8% | +6.4% | -1.5% |
| 30D | +3.6% | -1.4% | +5.0% | +3.7% |
| 3M | -3.7% | +13.9% | -17.6% | -4.7% |
| 6M | +4.5% | +27.4% | -22.9% | +2.1% |
| YTD | +21.5% | -2.5% | +24.0% | +22.2% |
| 1Y | +9.5% | -23.8% | +33.3% | +13.5% |
| 3Y | +93.6% | -32.5% | +126.1% | +102.6% |
| 5Y | +97.5% | -23.2% | +120.7% | +98.6% |
| All | +97.5% | -23.5% | +121.0% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling