+151.6%
MO vs FFIV
+126.3%
+25.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | -0.8% | -2.9% | +2.2% | -0.5% |
| 30D | +8.0% | -32.4% | +40.4% | +12.2% |
| 3M | +20.9% | -22.7% | +43.6% | +23.4% |
| 6M | +16.3% | -10.7% | +27.0% | +16.2% |
| YTD | +40.7% | +25.4% | +15.4% | +33.5% |
| 1Y | +41.5% | +34.2% | +7.3% | +32.8% |
| 3Y | +141.5% | +101.2% | +40.3% | +105.4% |
| 5Y | +153.1% | +42.0% | +111.1% | +127.6% |
| All | +151.6% | +126.3% | +25.4% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling