+97.5%
MO vs FLEX
+717.1%
-619.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.5% |
| 7D | -2.4% | +6.4% | -8.8% | -2.2% |
| 30D | +3.6% | -5.9% | +9.5% | +3.4% |
| 3M | -3.7% | -23.5% | +19.7% | -3.9% |
| 6M | +4.5% | +83.7% | -79.2% | +3.8% |
| YTD | +21.5% | +86.5% | -65.0% | +20.5% |
| 1Y | +9.5% | +100.5% | -91.0% | +8.4% |
| 3Y | +93.6% | +469.8% | -376.3% | +74.4% |
| 5Y | +97.5% | +725.7% | -628.2% | +64.7% |
| All | +97.5% | +717.1% | -619.6% | +64.7% |
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