+14,854.2%
MO vs GAP
+2,258.2%
+12,595.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +0.3% | -4.5% | +4.8% | +0.8% |
| 30D | +0.6% | +9.0% | -8.4% | -0.4% |
| 3M | -1.0% | +5.0% | -6.0% | -1.7% |
| 6M | +4.3% | -17.8% | +22.2% | +5.7% |
| YTD | +23.3% | -10.4% | +33.7% | +23.5% |
| 1Y | +10.5% | -3.4% | +13.8% | +9.5% |
| 3Y | +96.3% | +111.5% | -15.2% | +70.8% |
| 5Y | +98.9% | +8.8% | +90.1% | +80.6% |
| 10Y | +103.6% | +32.9% | +70.7% | +66.9% |
| All | +14,854.2% | +2,258.2% | +12,595.9% | +5,614.3% |
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