+11.9%
MO vs IRE
-84.0%
+95.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.8% | +6.4% | -0.6% |
| 7D | -2.4% | +29.0% | -31.4% | -1.5% |
| 30D | +3.6% | +24.2% | -20.6% | +4.7% |
| 3M | -3.7% | -53.2% | +49.4% | -2.4% |
| 6M | +4.5% | -36.0% | +40.5% | +6.4% |
| YTD | +21.5% | -51.0% | +72.5% | +24.0% |
| All | +11.9% | -84.0% | +95.9% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling