+104.3%
MO vs GTLB
-49.8%
+154.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.3% |
| 7D | -1.0% | -4.1% | +3.1% | -1.0% |
| 30D | +5.8% | +12.3% | -6.5% | +5.9% |
| 3M | -4.5% | +65.9% | -70.4% | -4.1% |
| 6M | +5.7% | +104.0% | -98.2% | +6.3% |
| YTD | +23.1% | +26.0% | -2.9% | +23.6% |
| 1Y | +10.9% | -3.5% | +14.4% | +11.3% |
| 3Y | +96.1% | -9.6% | +105.8% | +96.4% |
| All | +104.3% | -49.8% | +154.1% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling