+155.7%
MO vs FLEX
+608.2%
-452.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.1% |
| 7D | +3.3% | +7.5% | -4.1% | +2.9% |
| 30D | +7.5% | -25.3% | +32.8% | +8.9% |
| 3M | +22.8% | -39.7% | +62.4% | +25.6% |
| 6M | +13.4% | -47.9% | +61.2% | +16.5% |
| YTD | +43.0% | +24.1% | +18.9% | +33.8% |
| 1Y | +45.2% | +26.0% | +19.3% | +35.4% |
| 3Y | +145.5% | +282.7% | -137.1% | +91.9% |
| 5Y | +157.1% | +424.2% | -267.2% | +87.3% |
| All | +155.7% | +608.2% | -452.5% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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