+17,245.8%
MO vs GAP
+2,131.7%
+15,114.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.0% |
| 7D | +3.3% | -1.9% | +5.2% | +3.5% |
| 30D | +7.5% | -7.1% | +14.6% | +8.3% |
| 3M | +22.8% | +4.1% | +18.7% | +22.0% |
| 6M | +13.4% | +1.9% | +11.4% | +12.5% |
| YTD | +43.0% | -15.2% | +58.2% | +43.9% |
| 1Y | +45.2% | -10.6% | +55.9% | +45.2% |
| 3Y | +145.5% | +74.6% | +71.0% | +118.5% |
| 5Y | +157.1% | +3.7% | +153.4% | +134.5% |
| 10Y | +153.3% | +2.4% | +150.9% | +113.6% |
| All | +17,245.8% | +2,131.7% | +15,114.1% | +6,555.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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