+83.5%
MO vs FND
+58.4%
+25.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.6% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -0.3% | -23.6% | +23.3% | +2.0% |
| 3M | -2.9% | +4.3% | -7.3% | -3.6% |
| 6M | +5.8% | -20.3% | +26.1% | +7.3% |
| YTD | +22.0% | -21.3% | +43.3% | +23.7% |
| 1Y | +10.7% | -45.4% | +56.1% | +15.8% |
| 3Y | +94.4% | -48.9% | +143.2% | +100.9% |
| 5Y | +97.2% | -61.0% | +158.2% | +104.6% |
| All | +83.5% | +58.4% | +25.1% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling