+146.1%
MO vs FIVE
+562.8%
-416.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.8% | +7.3% | -8.1% | -1.3% |
| 30D | +6.5% | +18.1% | -11.6% | +5.3% |
| 3M | +18.3% | +7.7% | +10.6% | +17.6% |
| 6M | +15.6% | +13.6% | +1.9% | +14.3% |
| YTD | +38.8% | +34.6% | +4.2% | +35.3% |
| 1Y | +41.6% | +66.2% | -24.6% | +35.8% |
| 3Y | +138.2% | +43.5% | +94.8% | +129.4% |
| 5Y | +150.5% | +20.7% | +129.8% | +141.4% |
| 10Y | +146.1% | +541.5% | -395.4% | +95.5% |
| All | +146.1% | +562.8% | -416.7% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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