+45.3%
MO vs GM
+37.1%
+8.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | +1.5% |
| 7D | +6.9% | +12.1% | -5.2% | +7.1% |
| 30D | +14.9% | +15.2% | -0.3% | +15.3% |
| 3M | +16.4% | +4.9% | +11.6% | +16.1% |
| 6M | +9.6% | +22.6% | -13.0% | +11.4% |
| YTD | +41.8% | +14.4% | +27.4% | +43.2% |
| 1Y | +45.3% | +39.4% | +5.9% | +45.2% |
| All | +45.3% | +37.1% | +8.2% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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