+97.5%
MO vs FFIV
+100.0%
-2.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.5% |
| 7D | -2.4% | +3.5% | -5.9% | -2.4% |
| 30D | +3.6% | -1.3% | +4.9% | +3.6% |
| 3M | -3.7% | +2.4% | -6.1% | -3.9% |
| 6M | +4.5% | +41.8% | -37.3% | +2.9% |
| YTD | +21.5% | +58.5% | -37.0% | +18.8% |
| 1Y | +9.5% | +24.3% | -14.8% | +8.5% |
| 3Y | +93.6% | +152.0% | -58.5% | +77.6% |
| 5Y | +97.5% | +99.1% | -1.6% | +79.4% |
| All | +97.5% | +100.0% | -2.5% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling