+104.8%
MO vs GTLB
-50.1%
+155.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.3% |
| 7D | +0.1% | -5.7% | +5.8% | +0.1% |
| 30D | +7.1% | +15.1% | -8.0% | +7.3% |
| 3M | -2.0% | +65.5% | -67.4% | -1.5% |
| 6M | +7.3% | +102.9% | -95.6% | +7.9% |
| YTD | +23.5% | +25.2% | -1.8% | +24.0% |
| 1Y | +11.0% | -5.5% | +16.5% | +11.4% |
| 3Y | +95.0% | -10.9% | +105.9% | +95.2% |
| All | +104.8% | -50.1% | +155.0% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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