+153.3%
MO vs HWM
+1,503.5%
-1,350.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +0.4% | +11.1% | -10.7% | -1.2% |
| 30D | +8.9% | +3.0% | +5.9% | +8.1% |
| 3M | +23.0% | -20.7% | +43.7% | +26.9% |
| 6M | +15.0% | -17.2% | +32.2% | +17.4% |
| YTD | +41.7% | +9.1% | +32.6% | +37.3% |
| 1Y | +43.3% | +9.0% | +34.3% | +38.8% |
| 3Y | +143.2% | +353.8% | -210.7% | +74.0% |
| 5Y | +154.7% | +608.0% | -453.3% | +63.6% |
| All | +153.3% | +1,503.5% | -1,350.2% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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