+102.7%
MO vs FITB
+68.5%
+34.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +7.1% | -5.7% | +12.8% | +8.0% |
| 3M | -2.0% | +3.2% | -5.1% | -2.4% |
| 6M | +7.3% | +23.4% | -16.1% | +4.1% |
| YTD | +23.5% | +18.8% | +4.7% | +20.1% |
| 1Y | +11.0% | +25.0% | -14.0% | +7.1% |
| 3Y | +95.0% | +131.2% | -36.2% | +66.8% |
| All | +102.7% | +68.5% | +34.2% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling