+45.3%
MO vs GWRE
-24.5%
+69.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.9% | -4.6% | +1.3% |
| 7D | +6.9% | +2.2% | +4.7% | +6.8% |
| 30D | +14.9% | +4.5% | +10.4% | +14.8% |
| 3M | +16.4% | +6.4% | +10.0% | +16.3% |
| 6M | +9.6% | +18.8% | -9.3% | +9.4% |
| YTD | +41.8% | -15.1% | +57.0% | +44.7% |
| 1Y | +45.3% | -23.4% | +68.7% | +50.3% |
| All | +45.3% | -24.5% | +69.8% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling