+45.3%
MO vs IP
+2.3%
+43.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.4% |
| 7D | +6.9% | +3.4% | +3.5% | +6.8% |
| 30D | +14.9% | +11.2% | +3.7% | +14.8% |
| 3M | +16.4% | -14.8% | +31.2% | +16.4% |
| 6M | +9.6% | +17.3% | -7.7% | +9.6% |
| YTD | +41.8% | -6.2% | +48.0% | +43.3% |
| 1Y | +45.3% | +2.3% | +43.0% | +44.4% |
| All | +45.3% | +2.3% | +43.0% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling