+153.3%
MO vs IP
+19.1%
+134.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.2% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | +8.9% | +6.7% | +2.2% | +7.1% |
| 3M | +23.0% | -16.6% | +39.5% | +27.8% |
| 6M | +15.0% | +6.0% | +9.0% | +11.8% |
| YTD | +41.7% | -10.7% | +52.4% | +42.2% |
| 1Y | +43.3% | -6.7% | +50.0% | +41.9% |
| 3Y | +143.2% | +17.1% | +126.0% | +112.4% |
| 5Y | +154.7% | -14.6% | +169.3% | +143.5% |
| All | +153.3% | +19.1% | +134.2% | +109.7% |
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