+110.9%
MO vs FISV
+3.1%
+107.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | -0.7% |
| 7D | +0.1% | -2.7% | +2.8% | +0.6% |
| 30D | +7.1% | 0.0% | +7.1% | +7.0% |
| 3M | -2.0% | -2.8% | +0.8% | -1.8% |
| 6M | +7.3% | -11.8% | +19.1% | +8.9% |
| YTD | +23.5% | -23.2% | +46.7% | +28.0% |
| 1Y | +11.0% | -62.0% | +73.0% | +28.3% |
| 3Y | +95.0% | -57.6% | +152.6% | +107.9% |
| 5Y | +100.6% | -53.4% | +154.0% | +103.9% |
| All | +110.9% | +3.1% | +107.7% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling