+4,205.6%
MO vs FE
+563.9%
+3,641.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | +6.5% | +4.3% | +2.2% | +5.2% |
| 3M | +18.3% | +0.4% | +17.9% | +18.2% |
| 6M | +15.6% | +6.9% | +8.6% | +13.4% |
| YTD | +38.8% | +8.0% | +30.8% | +35.6% |
| 1Y | +41.6% | +4.8% | +36.8% | +39.5% |
| 3Y | +138.2% | +49.0% | +89.3% | +111.2% |
| 5Y | +150.5% | +46.2% | +104.3% | +121.1% |
| 10Y | +146.1% | +120.9% | +25.2% | +85.8% |
| All | +4,205.6% | +563.9% | +3,641.7% | +2,141.1% |
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