+14,639.2%
MO vs FISV
+10,091.3%
+4,547.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.3% |
| 7D | -2.4% | -6.4% | +4.0% | -1.4% |
| 30D | +3.6% | -6.8% | +10.4% | +4.6% |
| 3M | -3.7% | -10.0% | +6.2% | -2.4% |
| 6M | +4.5% | -20.6% | +25.1% | +7.6% |
| YTD | +21.5% | -27.6% | +49.1% | +26.5% |
| 1Y | +9.5% | -64.3% | +73.9% | +24.6% |
| 3Y | +93.6% | -60.0% | +153.6% | +112.0% |
| 5Y | +97.5% | -57.7% | +155.2% | +112.0% |
| 10Y | +111.2% | -3.0% | +114.1% | +96.7% |
| All | +14,639.2% | +10,091.3% | +4,547.9% | +7,292.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling