+419.5%
MO vs FIVE
+862.5%
-443.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | +8.0% | +17.4% | -9.4% | +6.8% |
| 3M | +20.9% | +7.0% | +13.9% | +20.2% |
| 6M | +16.3% | +20.5% | -4.1% | +14.5% |
| YTD | +40.7% | +33.1% | +7.6% | +37.2% |
| 1Y | +41.5% | +67.1% | -25.6% | +35.6% |
| 3Y | +141.5% | +41.9% | +99.6% | +131.3% |
| 5Y | +153.1% | +21.1% | +132.0% | +142.0% |
| 10Y | +149.3% | +518.8% | -369.5% | +97.9% |
| All | +419.5% | +862.5% | -443.0% | +301.7% |
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