+45.2%
MO vs IAU
-8.1%
+53.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.3% | -4.6% | +7.9% | +2.5% |
| 30D | +7.5% | -5.4% | +13.0% | +6.6% |
| 3M | +22.8% | -10.9% | +33.6% | +20.6% |
| 6M | +13.4% | -17.4% | +30.7% | +11.4% |
| YTD | +43.0% | -10.2% | +53.2% | +38.3% |
| 1Y | +45.2% | -7.1% | +52.3% | +40.4% |
| All | +45.2% | -8.1% | +53.3% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling