+31.7%
MO vs IRE
-98.1%
+129.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -14.4% | +15.3% | +0.4% |
| 7D | +3.3% | -31.8% | +35.2% | +2.1% |
| 30D | +7.5% | -71.8% | +79.3% | +4.2% |
| 3M | +22.8% | -88.9% | +111.7% | +16.3% |
| 6M | +13.4% | -95.4% | +108.7% | +8.6% |
| YTD | +43.0% | -94.2% | +137.2% | +37.9% |
| 1Y | +45.2% | -97.1% | +142.3% | +40.3% |
| All | +31.7% | -98.1% | +129.8% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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