+155.7%
MO vs IP
+20.8%
+134.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | +3.3% | -0.3% | +3.6% | +3.3% |
| 30D | +7.5% | +7.9% | -0.4% | +5.5% |
| 3M | +22.8% | -15.3% | +38.1% | +27.2% |
| 6M | +13.4% | +10.5% | +2.8% | +9.1% |
| YTD | +43.0% | -9.4% | +52.4% | +43.1% |
| 1Y | +45.2% | -4.6% | +49.9% | +43.1% |
| 3Y | +145.5% | +21.2% | +124.3% | +112.3% |
| 5Y | +157.1% | -13.3% | +170.4% | +144.9% |
| All | +155.7% | +20.8% | +134.9% | +110.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling