+100.1%
MO vs IT
-46.1%
+146.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | -1.0% | -12.7% | +11.7% | -0.6% |
| 30D | +5.8% | -8.9% | +14.7% | +6.1% |
| 3M | -4.5% | +10.1% | -14.7% | -5.0% |
| 6M | +5.7% | +7.3% | -1.5% | +5.2% |
| YTD | +23.1% | -32.4% | +55.5% | +24.2% |
| 1Y | +10.9% | -26.6% | +37.6% | +11.4% |
| 3Y | +96.1% | -51.8% | +148.0% | +98.2% |
| 5Y | +100.1% | -45.6% | +145.7% | +94.5% |
| All | +100.1% | -46.1% | +146.2% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling