+145.5%
MO vs FIX
+503.5%
-357.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.8% |
| 7D | +3.3% | +9.4% | -6.1% | +4.0% |
| 30D | +7.5% | -27.8% | +35.3% | +5.5% |
| 3M | +22.8% | -35.6% | +58.3% | +19.8% |
| 6M | +13.4% | -45.2% | +58.6% | +10.5% |
| YTD | +43.0% | +19.5% | +23.5% | +43.4% |
| 1Y | +45.2% | +24.2% | +21.0% | +45.9% |
| 3Y | +145.5% | +494.2% | -348.6% | +145.1% |
| All | +145.5% | +503.5% | -357.9% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling