+110.9%
MO vs FTV
+80.7%
+30.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +0.1% | -4.0% | +4.1% | +1.0% |
| 30D | +7.1% | -11.0% | +18.2% | +9.9% |
| 3M | -2.0% | -8.4% | +6.4% | -0.2% |
| 6M | +7.3% | -2.6% | +9.9% | +7.4% |
| YTD | +23.5% | -0.6% | +24.1% | +22.4% |
| 1Y | +11.0% | +11.0% | 0.0% | +6.8% |
| 3Y | +95.0% | -6.3% | +101.3% | +92.6% |
| 5Y | +100.6% | -1.5% | +102.2% | +91.9% |
| All | +110.9% | +80.7% | +30.1% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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