+141.6%
MO vs FLEX
+301.8%
-160.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +1.7% |
| 7D | -0.8% | +2.2% | -3.0% | -0.4% |
| 30D | +8.0% | -32.6% | +40.6% | +4.7% |
| 3M | +20.9% | -35.5% | +56.4% | +17.1% |
| 6M | +16.3% | -45.6% | +61.9% | +12.3% |
| YTD | +40.7% | +30.7% | +10.0% | +43.4% |
| 1Y | +41.5% | +28.4% | +13.1% | +44.2% |
| All | +141.6% | +301.8% | -160.2% | +140.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling