+10.9%
MO vs GEN
+3.4%
+7.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | -1.0% | -4.3% | +3.3% | -1.1% |
| 30D | +5.8% | +3.8% | +2.0% | +5.8% |
| 3M | -4.5% | +22.3% | -26.8% | -3.7% |
| 6M | +5.7% | +39.0% | -33.2% | +8.7% |
| YTD | +23.1% | +11.9% | +11.2% | +27.7% |
| 1Y | +10.9% | +4.5% | +6.4% | +15.0% |
| All | +10.9% | +3.4% | +7.5% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling