+355.1%
MO vs FIVE
+868.1%
-513.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.2% |
| 7D | +0.3% | +4.3% | -3.9% | 0.0% |
| 30D | +0.6% | +12.5% | -11.9% | -0.2% |
| 3M | -1.0% | +31.2% | -32.2% | -2.9% |
| 6M | +4.3% | +14.4% | -10.0% | +3.0% |
| YTD | +23.3% | +33.9% | -10.6% | +20.3% |
| 1Y | +10.5% | +65.1% | -54.6% | +5.9% |
| 3Y | +96.3% | +49.0% | +47.3% | +87.1% |
| 5Y | +98.9% | +30.3% | +68.6% | +88.6% |
| 10Y | +103.6% | +481.1% | -377.5% | +62.4% |
| All | +355.1% | +868.1% | -513.0% | +252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling