+146.1%
MO vs FIX
+3,723.8%
-3,577.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -0.8% | -13.9% | +13.2% | +0.3% |
| 30D | +6.5% | -35.5% | +42.0% | +10.2% |
| 3M | +18.3% | -33.9% | +52.3% | +21.8% |
| 6M | +15.6% | -43.3% | +58.9% | +20.1% |
| YTD | +38.8% | +18.7% | +20.1% | +30.7% |
| 1Y | +41.6% | +13.8% | +27.9% | +33.7% |
| 3Y | +138.2% | +495.0% | -356.7% | +59.7% |
| 5Y | +150.5% | +1,049.0% | -898.6% | +40.2% |
| 10Y | +146.1% | +3,644.4% | -3,498.3% | +1.9% |
| All | +146.1% | +3,723.8% | -3,577.8% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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