+110.9%
MO vs IAU
+220.2%
-109.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.3% |
| 7D | +0.1% | -2.0% | +2.2% | +0.1% |
| 30D | +7.1% | -1.5% | +8.7% | +7.1% |
| 3M | -2.0% | +3.3% | -5.2% | -1.8% |
| 6M | +7.3% | -16.2% | +23.5% | +7.6% |
| YTD | +23.5% | +0.7% | +22.8% | +23.0% |
| 1Y | +11.0% | +19.2% | -8.2% | +10.0% |
| 3Y | +95.0% | +124.4% | -29.4% | +87.9% |
| 5Y | +100.6% | +140.0% | -39.4% | +92.3% |
| All | +110.9% | +220.2% | -109.3% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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