+110.3%
MO vs GEN
+157.3%
-47.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -1.0% | -4.3% | +3.3% | -0.5% |
| 30D | +5.8% | +3.8% | +2.0% | +5.3% |
| 3M | -4.5% | +22.3% | -26.8% | -6.7% |
| 6M | +5.7% | +39.0% | -33.2% | +1.5% |
| YTD | +23.1% | +11.9% | +11.2% | +21.2% |
| 1Y | +10.9% | +4.5% | +6.4% | +10.0% |
| 3Y | +96.1% | +59.0% | +37.1% | +83.3% |
| 5Y | +100.1% | +22.0% | +78.1% | +90.9% |
| All | +110.3% | +157.3% | -47.1% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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