+4,193.2%
MO vs FE
+563.2%
+3,630.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +9.7% | +5.2% | +4.5% | +8.2% |
| 3M | +14.1% | 0.0% | +14.2% | +14.2% |
| 6M | +11.9% | +5.0% | +6.8% | +10.3% |
| YTD | +38.4% | +7.9% | +30.5% | +35.3% |
| 1Y | +41.9% | +6.3% | +35.6% | +39.2% |
| 3Y | +134.5% | +46.0% | +88.5% | +109.0% |
| 5Y | +147.3% | +45.6% | +101.6% | +118.5% |
| 10Y | +135.2% | +109.3% | +25.9% | +80.4% |
| All | +4,193.2% | +563.2% | +3,630.0% | +2,135.4% |
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