+97.2%
MO vs FE
+48.2%
+49.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | -0.3% | -2.1% | +1.9% | +0.4% |
| 3M | -2.9% | +2.6% | -5.6% | -3.7% |
| 6M | +5.8% | -6.8% | +12.5% | +8.0% |
| YTD | +22.0% | +6.9% | +15.1% | +19.3% |
| 1Y | +10.7% | +11.6% | -0.9% | +6.7% |
| 3Y | +94.4% | +47.7% | +46.7% | +70.8% |
| 5Y | +97.2% | +46.2% | +51.0% | +77.3% |
| All | +97.2% | +48.2% | +49.0% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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