+145.5%
MO vs FTV
+39.2%
+106.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.3% | +3.9% | -0.6% | +3.3% |
| 30D | +7.5% | +18.7% | -11.1% | +7.8% |
| 3M | +22.8% | +10.0% | +12.7% | +22.9% |
| 6M | +13.4% | +14.6% | -1.2% | +13.6% |
| YTD | +43.0% | +23.4% | +19.6% | +43.3% |
| 1Y | +45.2% | +31.3% | +13.9% | +45.8% |
| 3Y | +145.5% | +39.8% | +105.7% | +143.0% |
| All | +145.5% | +39.2% | +106.3% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling