+4.5%
MO vs GM
+14.6%
-10.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.7% |
| 7D | -2.4% | -1.1% | -1.3% | -2.5% |
| 30D | +3.6% | -4.6% | +8.2% | +3.0% |
| 3M | -3.7% | +0.2% | -3.9% | -2.8% |
| 6M | +4.5% | +12.6% | -8.1% | +8.1% |
| All | +4.5% | +14.6% | -10.1% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling