+121.0%
MO vs GFS
-3.9%
+125.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -2.0% | +2.6% | -4.7% | -2.0% |
| 30D | -0.3% | -16.4% | +16.1% | -0.4% |
| 3M | -2.9% | -41.6% | +38.6% | -3.1% |
| 6M | +5.8% | -3.7% | +9.5% | +5.2% |
| YTD | +22.0% | +29.3% | -7.3% | +21.0% |
| 1Y | +10.7% | +37.1% | -26.4% | +9.6% |
| 3Y | +94.4% | -22.1% | +116.5% | +95.0% |
| All | +121.0% | -3.9% | +125.0% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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