+3,638.7%
MO vs FFIV
+7,518.9%
-3,880.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.9% |
| 7D | +0.3% | -1.0% | +1.3% | +0.4% |
| 30D | +0.6% | -5.1% | +5.7% | +0.7% |
| 3M | -1.0% | -4.5% | +3.5% | -0.9% |
| 6M | +4.3% | +36.5% | -32.1% | +3.6% |
| YTD | +23.3% | +53.0% | -29.7% | +22.0% |
| 1Y | +10.5% | +24.2% | -13.8% | +9.8% |
| 3Y | +96.3% | +137.2% | -40.9% | +91.8% |
| 5Y | +98.9% | +91.8% | +7.1% | +94.9% |
| 10Y | +103.6% | +215.2% | -111.6% | +97.3% |
| All | +3,638.7% | +7,518.9% | -3,880.2% | +4,165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling