+153.1%
MO vs FICO
+88.0%
+65.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -0.8% | +4.0% | -4.8% | -1.0% |
| 30D | +8.0% | -1.5% | +9.5% | +8.0% |
| 3M | +20.9% | -29.8% | +50.7% | +22.2% |
| 6M | +16.3% | -33.3% | +49.6% | +18.4% |
| YTD | +40.7% | -56.9% | +97.6% | +44.9% |
| 1Y | +41.5% | -59.5% | +100.9% | +45.9% |
| 3Y | +141.5% | -26.9% | +168.4% | +144.4% |
| 5Y | +153.1% | +92.9% | +60.2% | +145.8% |
| All | +153.1% | +88.0% | +65.1% | +145.8% |
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