+473.7%
MO vs INDA
+109.8%
+363.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | -2.4% | -2.6% | +0.2% | -1.7% |
| 30D | +3.6% | -2.9% | +6.5% | +4.5% |
| 3M | -3.7% | +2.4% | -6.1% | -4.5% |
| 6M | +4.5% | -2.6% | +7.1% | +4.9% |
| YTD | +21.5% | -10.0% | +31.5% | +24.8% |
| 1Y | +9.5% | -7.7% | +17.2% | +11.6% |
| 3Y | +93.6% | +8.9% | +84.7% | +85.7% |
| 5Y | +97.5% | +6.0% | +91.5% | +89.9% |
| 10Y | +111.2% | +84.4% | +26.8% | +65.6% |
| All | +473.7% | +109.8% | +363.9% | +322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling