+97.2%
MO vs FIVE
+38.7%
+58.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.0% |
| 7D | -2.0% | +3.7% | -5.7% | -2.0% |
| 30D | -0.3% | +4.0% | -4.2% | -0.3% |
| 3M | -2.9% | +36.2% | -39.2% | -3.0% |
| 6M | +5.8% | +18.0% | -12.2% | +5.8% |
| YTD | +22.0% | +34.9% | -12.9% | +21.8% |
| 1Y | +10.7% | +67.9% | -57.2% | +10.3% |
| 3Y | +94.4% | +57.3% | +37.1% | +98.0% |
| 5Y | +97.2% | +39.5% | +57.6% | +92.5% |
| All | +97.2% | +38.7% | +58.5% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling