+119.3%
MO vs FOXA
+90.1%
+29.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.7% | +0.9% |
| 7D | -1.0% | -3.7% | +2.7% | -0.3% |
| 30D | +5.8% | +5.4% | +0.4% | +4.6% |
| 3M | -4.5% | -3.7% | -0.8% | -4.3% |
| 6M | +5.7% | +12.6% | -6.8% | +2.4% |
| YTD | +23.1% | -10.0% | +33.1% | +24.6% |
| 1Y | +10.9% | +15.0% | -4.1% | +5.8% |
| 3Y | +96.1% | +115.1% | -19.0% | +56.7% |
| 5Y | +100.1% | +93.0% | +7.0% | +61.5% |
| All | +119.3% | +90.1% | +29.2% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling