+97.5%
MO vs GEN
+20.0%
+77.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.4% | -2.9% | +0.5% | -2.1% |
| 30D | +3.6% | +2.1% | +1.5% | +3.3% |
| 3M | -3.7% | +19.7% | -23.4% | -5.6% |
| 6M | +4.5% | +33.3% | -28.8% | +1.1% |
| YTD | +21.5% | +11.1% | +10.4% | +20.4% |
| 1Y | +9.5% | +3.0% | +6.5% | +9.6% |
| 3Y | +93.6% | +57.9% | +35.7% | +80.8% |
| 5Y | +97.5% | +20.6% | +76.9% | +92.2% |
| All | +97.5% | +20.0% | +77.5% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling