+111.2%
MO vs FIVE
+486.0%
-374.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.2% |
| 7D | -2.4% | +1.7% | -4.1% | -2.5% |
| 30D | +3.6% | +5.0% | -1.4% | +3.2% |
| 3M | -3.7% | +29.5% | -33.2% | -5.5% |
| 6M | +4.5% | +12.4% | -7.9% | +3.3% |
| YTD | +21.5% | +31.2% | -9.7% | +18.7% |
| 1Y | +9.5% | +72.9% | -63.3% | +4.7% |
| 3Y | +93.6% | +53.0% | +40.6% | +84.8% |
| 5Y | +97.5% | +34.2% | +63.3% | +87.2% |
| 10Y | +111.2% | +497.6% | -386.5% | +72.1% |
| All | +111.2% | +486.0% | -374.9% | +72.1% |
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