+126.9%
MO vs FTV
+127.6%
-0.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.3% | +3.9% | -0.6% | +2.4% |
| 30D | +7.5% | +18.7% | -11.1% | +3.5% |
| 3M | +22.8% | +10.0% | +12.7% | +20.0% |
| 6M | +13.4% | +14.6% | -1.2% | +9.6% |
| YTD | +43.0% | +23.4% | +19.6% | +35.0% |
| 1Y | +45.2% | +31.3% | +13.9% | +35.0% |
| 3Y | +145.5% | +39.8% | +105.7% | +118.9% |
| 5Y | +157.1% | +17.7% | +139.4% | +137.6% |
| 10Y | +153.3% | +110.2% | +43.1% | +92.2% |
| All | +126.9% | +127.6% | -0.7% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling