+99.6%
MO vs FICO
+99.8%
-0.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | -0.2% |
| 7D | +0.3% | -19.2% | +19.5% | +1.2% |
| 30D | +0.6% | -14.6% | +15.2% | +1.2% |
| 3M | -1.0% | -20.1% | +19.1% | +0.2% |
| 6M | +4.3% | -36.3% | +40.7% | +6.2% |
| YTD | +23.3% | -44.9% | +68.1% | +26.0% |
| 1Y | +10.5% | -38.6% | +49.1% | +12.5% |
| 3Y | +96.3% | +4.0% | +92.3% | +96.2% |
| All | +99.6% | +99.8% | -0.2% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling