+11.0%
MO vs FTI
+89.7%
-78.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | +0.1% | -4.4% | +4.5% | +0.1% |
| 30D | +7.1% | +1.5% | +5.7% | +7.1% |
| 3M | -2.0% | +8.2% | -10.2% | -2.0% |
| 6M | +7.3% | +18.8% | -11.5% | +7.2% |
| YTD | +23.5% | +71.7% | -48.2% | +22.8% |
| 1Y | +11.0% | +90.0% | -79.0% | +13.0% |
| All | +11.0% | +89.7% | -78.7% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling