+99.6%
MO vs FIX
+2,061.9%
-1,962.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.8% |
| 7D | +0.3% | +6.0% | -5.7% | +0.4% |
| 30D | +0.6% | -7.2% | +7.9% | +0.5% |
| 3M | -1.0% | -15.9% | +14.9% | -0.9% |
| 6M | +4.3% | +12.7% | -8.4% | +4.1% |
| YTD | +23.3% | +72.8% | -49.5% | +22.3% |
| 1Y | +10.5% | +122.9% | -112.4% | +9.2% |
| 3Y | +96.3% | +774.3% | -678.1% | +75.0% |
| All | +99.6% | +2,061.9% | -1,962.3% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling