+117.7%
MO vs IR
+332.9%
-215.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +3.3% | +2.5% | +0.8% | +2.9% |
| 30D | +7.5% | +9.2% | -1.6% | +5.9% |
| 3M | +22.8% | +0.9% | +21.8% | +22.3% |
| 6M | +13.4% | +19.2% | -5.9% | +9.7% |
| YTD | +43.0% | +7.5% | +35.5% | +39.8% |
| 1Y | +45.2% | +11.7% | +33.5% | +40.9% |
| 3Y | +145.5% | +23.9% | +121.6% | +127.0% |
| 5Y | +157.1% | +46.4% | +110.7% | +124.9% |
| All | +117.7% | +332.9% | -215.2% | +52.7% |
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