+136.5%
MO vs GD
+178.9%
-42.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.7% |
| 7D | -2.4% | -5.0% | +2.5% | -0.7% |
| 30D | +9.7% | +8.9% | +0.8% | +6.4% |
| 3M | +14.1% | -8.0% | +22.2% | +17.5% |
| 6M | +11.9% | +2.9% | +9.0% | +10.2% |
| YTD | +38.4% | +7.1% | +31.3% | +33.7% |
| 1Y | +41.9% | +5.9% | +36.0% | +37.5% |
| 3Y | +134.5% | +53.9% | +80.6% | +91.5% |
| 5Y | +147.3% | +95.4% | +51.9% | +79.1% |
| All | +136.5% | +178.9% | -42.4% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling