+97.5%
MO vs IAU
+142.1%
-44.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +3.6% | +0.2% | +3.4% | +3.6% |
| 3M | -3.7% | +3.3% | -7.0% | -3.5% |
| 6M | +4.5% | -14.6% | +19.1% | +4.9% |
| YTD | +21.5% | +1.9% | +19.6% | +20.8% |
| 1Y | +9.5% | +20.9% | -11.3% | +7.8% |
| 3Y | +93.6% | +127.5% | -33.9% | +78.8% |
| All | +97.5% | +142.1% | -44.7% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling