+110.3%
MO vs FITB
+288.7%
-178.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -1.0% | -1.0% | 0.0% | -0.8% |
| 30D | +5.8% | -5.5% | +11.3% | +6.9% |
| 3M | -4.5% | +4.1% | -8.6% | -5.4% |
| 6M | +5.7% | +18.7% | -13.0% | +2.0% |
| YTD | +23.1% | +18.2% | +5.0% | +18.6% |
| 1Y | +10.9% | +23.7% | -12.7% | +5.6% |
| 3Y | +96.1% | +130.8% | -34.6% | +61.1% |
| 5Y | +100.1% | +69.8% | +30.3% | +71.5% |
| All | +110.3% | +288.7% | -178.4% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling