+100.1%
MO vs FTI
+1,109.5%
-1,009.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.5% |
| 7D | -1.0% | -5.6% | +4.6% | -0.7% |
| 30D | +5.8% | +0.4% | +5.4% | +5.7% |
| 3M | -4.5% | +8.1% | -12.6% | -5.0% |
| 6M | +5.7% | +16.7% | -11.0% | +4.6% |
| YTD | +23.1% | +70.0% | -46.9% | +19.0% |
| 1Y | +10.9% | +85.4% | -74.5% | +6.6% |
| 3Y | +96.1% | +265.9% | -169.8% | +77.4% |
| 5Y | +100.1% | +1,072.7% | -972.7% | +57.5% |
| All | +100.1% | +1,109.5% | -1,009.4% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling