+94.5%
MO vs FND
-50.8%
+145.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | -1.0% | -5.1% | +4.1% | -0.8% |
| 30D | +5.8% | -22.5% | +28.3% | +6.7% |
| 3M | -4.5% | -5.0% | +0.5% | -4.3% |
| 6M | +5.7% | -21.5% | +27.3% | +6.7% |
| YTD | +23.1% | -23.0% | +46.1% | +24.3% |
| 1Y | +10.9% | -44.9% | +55.8% | +13.0% |
| All | +94.5% | -50.8% | +145.2% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling