+100.1%
MO vs IR
+35.0%
+65.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -1.0% | -3.1% | +2.1% | -0.8% |
| 30D | +5.8% | -14.0% | +19.8% | +6.8% |
| 3M | -4.5% | +3.7% | -8.3% | -4.8% |
| 6M | +5.7% | -15.4% | +21.1% | +6.8% |
| YTD | +23.1% | -7.7% | +30.8% | +23.3% |
| 1Y | +10.9% | -8.8% | +19.7% | +11.1% |
| 3Y | +96.1% | +5.6% | +90.5% | +87.0% |
| 5Y | +100.1% | +34.3% | +65.8% | +74.4% |
| All | +100.1% | +35.0% | +65.1% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling