+5,426.0%
MO vs FDS
+10,480.1%
-5,054.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +3.3% | +1.5% | +1.8% | +3.1% |
| 30D | +7.5% | +14.8% | -7.3% | +5.7% |
| 3M | +22.8% | +16.3% | +6.5% | +20.2% |
| 6M | +13.4% | +66.2% | -52.9% | +6.0% |
| YTD | +43.0% | +16.2% | +26.8% | +38.8% |
| 1Y | +45.2% | +21.8% | +23.4% | +40.0% |
| 3Y | +145.5% | -23.9% | +169.4% | +149.6% |
| 5Y | +157.1% | -23.1% | +180.2% | +159.2% |
| 10Y | +153.3% | +128.7% | +24.6% | +122.9% |
| All | +5,426.0% | +10,480.1% | -5,054.1% | +3,488.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling