+25.8%
MO vs GLXY
+15.1%
+10.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.8% | -0.9% |
| 7D | -2.0% | +15.5% | -17.5% | -1.3% |
| 30D | -0.3% | +34.1% | -34.4% | +1.2% |
| 3M | -2.9% | -11.3% | +8.4% | -2.1% |
| 6M | +5.8% | +31.6% | -25.8% | +7.6% |
| YTD | +22.0% | +21.0% | +1.0% | +24.5% |
| 1Y | +10.7% | +11.7% | -1.0% | +13.1% |
| All | +25.8% | +15.1% | +10.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 3y: compounded portfolio wealth divided by compounded GLXY 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…
3y analysis · Full analysis span regression · 6 months rolling