+102.7%
MO vs FOXA
+93.7%
+9.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +0.1% | +0.8% | -0.6% | 0.0% |
| 30D | +7.1% | +5.0% | +2.1% | +6.5% |
| 3M | -2.0% | -3.0% | +1.1% | -1.8% |
| 6M | +7.3% | +14.8% | -7.5% | +5.0% |
| YTD | +23.5% | -8.9% | +32.4% | +24.7% |
| 1Y | +11.0% | +13.3% | -2.3% | +7.8% |
| 3Y | +95.0% | +115.4% | -20.4% | +59.9% |
| All | +102.7% | +93.7% | +9.1% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 5y: compounded portfolio wealth divided by compounded FOXA 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…
5y analysis · Full analysis span regression · 6 months rolling