+110.9%
MO vs GM
+240.0%
-129.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +0.1% | -2.4% | +2.6% | +0.5% |
| 30D | +7.1% | -1.1% | +8.3% | +7.3% |
| 3M | -2.0% | +6.1% | -8.1% | -3.0% |
| 6M | +7.3% | +15.0% | -7.7% | +4.3% |
| YTD | +23.5% | +6.0% | +17.5% | +21.4% |
| 1Y | +11.0% | +47.1% | -36.1% | +2.7% |
| 3Y | +95.0% | +170.5% | -75.5% | +56.1% |
| 5Y | +100.6% | +80.5% | +20.1% | +69.5% |
| All | +110.9% | +240.0% | -129.2% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling