+146.1%
MO vs GD
+180.8%
-34.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | -0.8% | -1.9% | +1.1% | -0.1% |
| 30D | +6.5% | +10.9% | -4.4% | +2.6% |
| 3M | +18.3% | -6.8% | +25.1% | +21.2% |
| 6M | +15.6% | +7.0% | +8.5% | +12.2% |
| YTD | +38.8% | +11.1% | +27.7% | +32.2% |
| 1Y | +41.6% | +7.0% | +34.6% | +36.8% |
| 3Y | +138.2% | +59.9% | +78.3% | +91.5% |
| 5Y | +150.5% | +102.5% | +48.0% | +78.6% |
| 10Y | +146.1% | +174.0% | -27.9% | +50.7% |
| All | +146.1% | +180.8% | -34.8% | +50.7% |
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