+3,419.8%
MO vs FLR
+609.6%
+2,810.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -0.3% | -0.7% | +0.4% | -0.3% |
| 3M | -2.9% | +14.3% | -17.3% | -4.8% |
| 6M | +5.8% | +25.6% | -19.8% | +2.3% |
| YTD | +22.0% | +42.9% | -20.9% | +16.1% |
| 1Y | +10.7% | +38.7% | -28.1% | +5.2% |
| 3Y | +94.4% | +61.8% | +32.6% | +76.6% |
| 5Y | +97.2% | +254.1% | -156.9% | +60.0% |
| 10Y | +103.0% | +20.0% | +82.9% | +72.7% |
| All | +3,419.8% | +609.6% | +2,810.3% | +2,261.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling