+87.7%
MO vs IR
+288.5%
-200.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | +0.3% | -2.8% | +3.2% | +0.8% |
| 30D | +0.6% | -15.1% | +15.8% | +3.3% |
| 3M | -1.0% | +6.1% | -7.0% | -2.2% |
| 6M | +4.3% | -16.8% | +21.2% | +7.0% |
| YTD | +23.3% | -3.5% | +26.8% | +22.8% |
| 1Y | +10.5% | -3.5% | +13.9% | +9.8% |
| 3Y | +96.3% | +9.5% | +86.8% | +85.2% |
| 5Y | +98.9% | +45.1% | +53.8% | +73.1% |
| All | +87.7% | +288.5% | -200.8% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling