+103.0%
MO vs FN
+882.3%
-779.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.1% |
| 7D | -2.0% | +3.5% | -5.6% | -2.1% |
| 30D | -0.3% | -26.0% | +25.7% | +0.7% |
| 3M | -2.9% | -33.3% | +30.3% | -1.7% |
| 6M | +5.8% | -14.9% | +20.7% | +5.3% |
| YTD | +22.0% | -8.6% | +30.6% | +20.7% |
| 1Y | +10.7% | +12.3% | -1.6% | +7.8% |
| 3Y | +94.4% | +174.4% | -80.0% | +70.0% |
| 5Y | +97.2% | +296.4% | -199.2% | +61.6% |
| 10Y | +103.0% | +890.0% | -787.1% | +45.9% |
| All | +103.0% | +882.3% | -779.4% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FN 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling