+11,892.4%
MO vs IT
+5,645.5%
+6,246.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.4% | +6.4% | -0.3% |
| 7D | -2.0% | -9.1% | +7.1% | -1.2% |
| 30D | -0.3% | -7.0% | +6.7% | +0.3% |
| 3M | -2.9% | +7.6% | -10.6% | -4.1% |
| 6M | +5.8% | +2.1% | +3.6% | +4.7% |
| YTD | +22.0% | -31.6% | +53.6% | +24.9% |
| 1Y | +10.7% | -29.9% | +40.6% | +12.8% |
| 3Y | +94.4% | -51.3% | +145.6% | +102.7% |
| 5Y | +97.2% | -44.8% | +142.0% | +101.2% |
| 10Y | +103.0% | +91.4% | +11.6% | +80.7% |
| All | +11,892.4% | +5,645.5% | +6,246.9% | +8,148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling