+14,854.2%
MO vs IP
+364.8%
+14,489.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.3% |
| 7D | +0.3% | -5.3% | +5.6% | +1.3% |
| 30D | +0.6% | -10.9% | +11.5% | +2.7% |
| 3M | -1.0% | +11.2% | -12.1% | -3.5% |
| 6M | +4.3% | -10.2% | +14.6% | +5.1% |
| YTD | +23.3% | -2.0% | +25.3% | +21.8% |
| 1Y | +10.5% | -19.1% | +29.6% | +12.9% |
| 3Y | +96.3% | +20.9% | +75.4% | +81.4% |
| 5Y | +98.9% | -17.8% | +116.7% | +96.1% |
| 10Y | +103.6% | +23.5% | +80.1% | +80.9% |
| All | +14,854.2% | +364.8% | +14,489.4% | +7,789.9% |
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 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