+102.7%
MO vs GWRE
+15.1%
+87.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +0.1% | -13.2% | +13.4% | +0.2% |
| 30D | +7.1% | -18.6% | +25.7% | +7.3% |
| 3M | -2.0% | +18.9% | -20.9% | -1.5% |
| 6M | +7.3% | -11.0% | +18.3% | +7.5% |
| YTD | +23.5% | -29.9% | +53.4% | +23.8% |
| 1Y | +11.0% | -44.3% | +55.3% | +11.4% |
| 3Y | +95.0% | +51.7% | +43.3% | +91.9% |
| All | +102.7% | +15.1% | +87.7% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling