+110.9%
MO vs ICE
+220.6%
-109.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +0.1% | -2.4% | +2.5% | +0.8% |
| 30D | +7.1% | +4.0% | +3.1% | +6.0% |
| 3M | -2.0% | +13.7% | -15.6% | -5.4% |
| 6M | +7.3% | +0.9% | +6.4% | +6.7% |
| YTD | +23.5% | -2.1% | +25.6% | +23.1% |
| 1Y | +11.0% | -9.5% | +20.5% | +13.0% |
| 3Y | +95.0% | +42.1% | +52.9% | +72.6% |
| 5Y | +100.6% | +41.4% | +59.2% | +74.6% |
| All | +110.9% | +220.6% | -109.8% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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