+153.1%
MO vs IR
+46.1%
+107.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.4% |
| 7D | -0.8% | +1.1% | -1.9% | -0.9% |
| 30D | +8.0% | +7.6% | +0.4% | +7.5% |
| 3M | +20.9% | +0.1% | +20.8% | +20.8% |
| 6M | +16.3% | +14.0% | +2.4% | +15.2% |
| YTD | +40.7% | +7.5% | +33.2% | +39.5% |
| 1Y | +41.5% | +10.1% | +31.3% | +39.9% |
| 3Y | +141.5% | +24.9% | +116.7% | +127.8% |
| 5Y | +153.1% | +46.9% | +106.2% | +118.8% |
| All | +153.1% | +46.1% | +107.0% | +118.8% |
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