+629.0%
MO vs GM
+232.1%
+396.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.9% |
| 7D | -1.0% | -1.1% | 0.0% | -0.8% |
| 30D | +5.8% | -3.4% | +9.2% | +6.3% |
| 3M | -4.5% | +8.7% | -13.2% | -5.9% |
| 6M | +5.7% | +15.4% | -9.7% | +2.8% |
| YTD | +23.1% | +6.6% | +16.5% | +20.9% |
| 1Y | +10.9% | +51.5% | -40.6% | +2.3% |
| 3Y | +96.1% | +169.3% | -73.2% | +59.1% |
| 5Y | +100.1% | +81.6% | +18.5% | +70.2% |
| 10Y | +114.0% | +240.7% | -126.7% | +52.4% |
| All | +629.0% | +232.1% | +396.8% | +403.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling