+17,012.0%
MO vs IP
+327.4%
+16,684.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.2% |
| 7D | +1.1% | -5.0% | +6.0% | +2.0% |
| 30D | +13.2% | +6.5% | +6.6% | +11.8% |
| 3M | +15.2% | -18.0% | +33.2% | +19.1% |
| 6M | +9.9% | +10.3% | -0.4% | +6.8% |
| YTD | +41.1% | -9.9% | +50.9% | +41.3% |
| 1Y | +44.9% | -1.1% | +46.0% | +42.4% |
| 3Y | +138.2% | +13.0% | +125.2% | +122.6% |
| 5Y | +152.0% | -12.3% | +164.3% | +144.7% |
| 10Y | +139.7% | +26.8% | +112.9% | +112.2% |
| All | +17,012.0% | +327.4% | +16,684.6% | +9,053.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling