+14,854.2%
MO vs GD
+20,186.5%
-5,332.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | +0.3% | -5.3% | +5.6% | +1.6% |
| 30D | +0.6% | -6.4% | +7.1% | +2.2% |
| 3M | -1.0% | +5.7% | -6.7% | -2.4% |
| 6M | +4.3% | -0.9% | +5.3% | +4.2% |
| YTD | +23.3% | +8.2% | +15.1% | +20.4% |
| 1Y | +10.5% | +13.4% | -3.0% | +6.6% |
| 3Y | +96.3% | +68.5% | +27.8% | +70.6% |
| 5Y | +98.9% | +97.2% | +1.7% | +66.0% |
| 10Y | +103.6% | +190.2% | -86.6% | +53.5% |
| All | +14,854.2% | +20,186.5% | -5,332.4% | +8,068.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling