+3,723.8%
MO vs FE
+561.4%
+3,162.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +0.3% | +1.9% | -1.6% | -0.2% |
| 30D | +0.6% | -1.2% | +1.8% | +1.0% |
| 3M | -1.0% | +3.5% | -4.5% | -1.9% |
| 6M | +4.3% | -6.1% | +10.4% | +6.1% |
| YTD | +23.3% | +7.6% | +15.7% | +20.6% |
| 1Y | +10.5% | +11.9% | -1.5% | +6.7% |
| 3Y | +96.3% | +48.4% | +47.8% | +73.9% |
| 5Y | +98.9% | +44.8% | +54.1% | +76.0% |
| 10Y | +103.6% | +115.9% | -12.3% | +54.7% |
| All | +3,723.8% | +561.4% | +3,162.4% | +1,892.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling