+102.4%
MO vs GTLB
-50.0%
+152.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.3% | -1.1% |
| 7D | -2.0% | +4.6% | -6.6% | -2.0% |
| 30D | -0.3% | +21.0% | -21.3% | -0.1% |
| 3M | -2.9% | +51.7% | -54.7% | -2.6% |
| 6M | +5.8% | +89.3% | -83.5% | +6.3% |
| YTD | +22.0% | +25.6% | -3.6% | +22.5% |
| 1Y | +10.7% | -1.5% | +12.2% | +11.1% |
| 3Y | +94.4% | -9.9% | +104.3% | +94.6% |
| All | +102.4% | -50.0% | +152.4% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling