+85.7%
MO vs FND
+56.5%
+29.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +0.1% | -5.8% | +5.9% | +0.7% |
| 30D | +7.1% | -20.2% | +27.4% | +9.2% |
| 3M | -2.0% | -12.0% | +10.0% | -1.1% |
| 6M | +7.3% | -18.5% | +25.8% | +8.6% |
| YTD | +23.5% | -22.3% | +45.7% | +25.3% |
| 1Y | +11.0% | -47.6% | +58.6% | +16.6% |
| 3Y | +95.0% | -49.8% | +144.8% | +101.9% |
| 5Y | +100.6% | -63.0% | +163.6% | +109.4% |
| All | +85.7% | +56.5% | +29.2% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling