+100.1%
MO vs FLR
+230.6%
-130.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.7% | +1.4% |
| 7D | -1.0% | -6.9% | +5.9% | -0.9% |
| 30D | +5.8% | +1.1% | +4.6% | +5.7% |
| 3M | -4.5% | +14.3% | -18.9% | -4.9% |
| 6M | +5.7% | +19.1% | -13.4% | +5.0% |
| YTD | +23.1% | +35.1% | -12.0% | +21.4% |
| 1Y | +10.9% | +29.5% | -18.6% | +9.4% |
| 3Y | +96.1% | +53.0% | +43.1% | +86.0% |
| 5Y | +100.1% | +238.9% | -138.8% | +74.3% |
| All | +100.1% | +230.6% | -130.5% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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