+2,659.9%
MO vs FTI
+2,117.5%
+542.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -0.3% | +12.3% | -12.6% | -1.7% |
| 3M | -2.9% | +13.8% | -16.7% | -4.6% |
| 6M | +5.8% | +24.3% | -18.5% | +2.7% |
| YTD | +22.0% | +75.8% | -53.8% | +13.7% |
| 1Y | +10.7% | +99.6% | -89.0% | +1.5% |
| 3Y | +94.4% | +278.4% | -184.1% | +62.0% |
| 5Y | +97.2% | +1,168.7% | -1,071.5% | +37.2% |
| 10Y | +103.0% | +297.5% | -194.6% | +50.5% |
| All | +2,659.9% | +2,117.5% | +542.4% | +1,530.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling