+110.9%
MO vs FTI
+305.3%
-194.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +0.1% | -4.4% | +4.5% | +0.6% |
| 30D | +7.1% | +1.5% | +5.7% | +6.9% |
| 3M | -2.0% | +8.2% | -10.2% | -2.9% |
| 6M | +7.3% | +18.8% | -11.5% | +5.1% |
| YTD | +23.5% | +71.7% | -48.2% | +16.3% |
| 1Y | +11.0% | +90.0% | -79.0% | +3.3% |
| 3Y | +95.0% | +270.5% | -175.5% | +65.7% |
| 5Y | +100.6% | +1,084.5% | -983.9% | +44.0% |
| All | +110.9% | +305.3% | -194.4% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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