+4,061.8%
MO vs FIX
+7,843.3%
-3,781.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.4% | -7.3% | -2.3% |
| 7D | -2.4% | -17.5% | +15.0% | -1.2% |
| 30D | +9.7% | -41.6% | +51.3% | +13.9% |
| 3M | +14.1% | -40.6% | +54.7% | +18.1% |
| 6M | +11.9% | -49.4% | +61.2% | +16.6% |
| YTD | +38.4% | +9.2% | +29.2% | +34.3% |
| 1Y | +41.9% | +6.5% | +35.5% | +37.7% |
| 3Y | +134.5% | +448.7% | -314.2% | +89.3% |
| 5Y | +147.3% | +948.7% | -801.4% | +85.1% |
| 10Y | +135.2% | +3,659.7% | -3,524.5% | +53.5% |
| All | +4,061.8% | +7,843.3% | -3,781.5% | +2,328.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling