+115.7%
MO vs IR
+334.2%
-218.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +0.4% | +4.3% | -3.8% | -0.2% |
| 30D | +8.9% | +8.1% | +0.8% | +7.4% |
| 3M | +23.0% | +0.7% | +22.3% | +22.6% |
| 6M | +15.0% | +16.6% | -1.7% | +11.6% |
| YTD | +41.7% | +7.8% | +33.9% | +38.5% |
| 1Y | +43.3% | +9.9% | +33.4% | +39.5% |
| 3Y | +143.2% | +25.2% | +118.0% | +124.3% |
| 5Y | +154.7% | +46.8% | +107.9% | +122.8% |
| All | +115.7% | +334.2% | -218.4% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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