+1,857.3%
MO vs IAU
+752.8%
+1,104.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.3% | -4.6% | +7.9% | +3.3% |
| 30D | +7.5% | -5.4% | +13.0% | +7.5% |
| 3M | +22.8% | -10.9% | +33.6% | +22.6% |
| 6M | +13.4% | -17.4% | +30.7% | +13.3% |
| YTD | +43.0% | -10.2% | +53.2% | +42.7% |
| 1Y | +45.2% | -7.1% | +52.3% | +44.9% |
| 3Y | +145.5% | +97.7% | +47.8% | +142.6% |
| 5Y | +157.1% | +105.3% | +51.8% | +153.7% |
| 10Y | +153.3% | +208.0% | -54.7% | +150.1% |
| All | +1,857.3% | +752.8% | +1,104.5% | +1,893.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling