+95.0%
MO vs GM
+166.7%
-71.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +0.1% | -2.4% | +2.6% | +0.2% |
| 30D | +7.1% | -1.1% | +8.3% | +7.1% |
| 3M | -2.0% | +6.1% | -8.1% | -1.9% |
| 6M | +7.3% | +15.0% | -7.7% | +7.2% |
| YTD | +23.5% | +6.0% | +17.5% | +23.5% |
| 1Y | +11.0% | +47.1% | -36.1% | +9.9% |
| 3Y | +95.0% | +170.5% | -75.5% | +80.4% |
| All | +95.0% | +166.7% | -71.7% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling