+155.7%
MO vs FIVE
+504.2%
-348.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +3.3% | +2.7% | +0.7% | +3.1% |
| 30D | +7.5% | +12.7% | -5.1% | +6.7% |
| 3M | +22.8% | +2.1% | +20.7% | +22.5% |
| 6M | +13.4% | +17.5% | -4.1% | +11.8% |
| YTD | +43.0% | +31.0% | +12.0% | +39.6% |
| 1Y | +45.2% | +67.7% | -22.5% | +39.2% |
| 3Y | +145.5% | +43.4% | +102.2% | +136.1% |
| 5Y | +157.1% | +18.1% | +139.0% | +148.0% |
| All | +155.7% | +504.2% | -348.5% | +104.1% |
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