+44.9%
MO vs FITB
+31.2%
+13.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.5% |
| 7D | +1.1% | -1.8% | +2.9% | +1.1% |
| 30D | +13.2% | +4.8% | +8.4% | +13.1% |
| 3M | +15.2% | -6.4% | +21.6% | +15.3% |
| 6M | +9.9% | +7.9% | +2.0% | +10.2% |
| YTD | +41.1% | +17.0% | +24.1% | +41.8% |
| 1Y | +44.9% | +29.9% | +15.0% | +43.8% |
| All | +44.9% | +31.2% | +13.7% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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