+110.9%
MO vs INDA
+84.7%
+26.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +0.1% | -2.7% | +2.8% | +1.0% |
| 30D | +7.1% | -2.8% | +9.9% | +8.1% |
| 3M | -2.0% | +1.6% | -3.6% | -2.6% |
| 6M | +7.3% | -1.4% | +8.7% | +7.3% |
| YTD | +23.5% | -10.1% | +33.6% | +27.3% |
| 1Y | +11.0% | -8.8% | +19.8% | +13.8% |
| 3Y | +95.0% | +7.6% | +87.4% | +86.1% |
| 5Y | +100.6% | +5.8% | +94.8% | +91.3% |
| All | +110.9% | +84.7% | +26.2% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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