+45.3%
MO vs FICO
-57.1%
+102.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.6% |
| 7D | +6.9% | +0.4% | +6.5% | +6.8% |
| 30D | +14.9% | +1.7% | +13.3% | +14.7% |
| 3M | +16.4% | -33.0% | +49.5% | +18.9% |
| 6M | +9.6% | -33.9% | +43.4% | +14.9% |
| YTD | +41.8% | -58.5% | +100.4% | +52.3% |
| 1Y | +45.3% | -56.4% | +101.7% | +53.4% |
| All | +45.3% | -57.1% | +102.5% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling