+110.9%
MO vs IT
+103.1%
+7.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.3% | -5.0% | -0.4% |
| 7D | +0.1% | -3.7% | +3.8% | +0.6% |
| 30D | +7.1% | +0.1% | +7.1% | +7.0% |
| 3M | -2.0% | +20.7% | -22.6% | -4.8% |
| 6M | +7.3% | +12.0% | -4.7% | +4.7% |
| YTD | +23.5% | -28.8% | +52.3% | +27.5% |
| 1Y | +11.0% | -25.5% | +36.5% | +13.5% |
| 3Y | +95.0% | -48.8% | +143.7% | +105.5% |
| 5Y | +100.6% | -42.7% | +143.4% | +102.7% |
| All | +110.9% | +103.1% | +7.8% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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