+27.5%
MO vs IRE
-97.2%
+124.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +39.6% | -41.5% | -0.5% |
| 7D | -2.4% | -27.2% | +24.7% | -2.8% |
| 30D | +9.7% | -75.1% | +84.8% | +6.0% |
| 3M | +14.1% | -77.9% | +92.0% | +10.5% |
| 6M | +11.9% | -94.6% | +106.4% | +8.3% |
| YTD | +38.4% | -91.5% | +130.0% | +35.1% |
| 1Y | +41.9% | -97.8% | +139.7% | +39.3% |
| All | +27.5% | -97.2% | +124.7% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling