+17,087.0%
MO vs FITB
+2,827.5%
+14,259.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | +8.9% | +7.3% | +1.6% | +8.0% |
| 3M | +23.0% | -6.3% | +29.3% | +23.8% |
| 6M | +15.0% | +12.6% | +2.4% | +13.2% |
| YTD | +41.7% | +18.0% | +23.7% | +38.5% |
| 1Y | +43.3% | +28.9% | +14.4% | +38.6% |
| 3Y | +143.2% | +139.4% | +3.8% | +116.9% |
| 5Y | +154.7% | +47.2% | +107.5% | +137.5% |
| 10Y | +151.0% | +213.0% | -62.0% | +108.6% |
| All | +17,087.0% | +2,827.5% | +14,259.5% | +7,292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling