+153.0%
MO vs FLEX
+473.3%
-320.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +1.6% |
| 7D | -0.8% | +2.2% | -3.0% | -0.6% |
| 30D | +8.0% | -32.6% | +40.6% | +6.3% |
| 3M | +20.9% | -35.5% | +56.4% | +19.0% |
| 6M | +16.3% | -45.6% | +61.9% | +14.4% |
| YTD | +40.7% | +30.7% | +10.0% | +38.9% |
| 1Y | +41.5% | +28.4% | +13.1% | +39.7% |
| 3Y | +141.5% | +301.7% | -160.1% | +120.2% |
| All | +153.0% | +473.3% | -320.3% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling