+93.6%
MO vs FTV
+89.3%
+4.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | -0.3% | -8.3% | +8.1% | +1.6% |
| 3M | -2.9% | -7.4% | +4.5% | -1.5% |
| 6M | +5.8% | -1.2% | +7.0% | +5.5% |
| YTD | +22.0% | +2.7% | +19.3% | +20.1% |
| 1Y | +10.7% | +18.4% | -7.8% | +4.9% |
| 3Y | +94.4% | -2.0% | +96.4% | +89.9% |
| 5Y | +97.2% | +3.4% | +93.8% | +86.2% |
| 10Y | +103.0% | +78.5% | +24.5% | +59.2% |
| All | +93.6% | +89.3% | +4.3% | +52.1% |
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