+13,955.2%
MO vs IT
+6,296.6%
+7,658.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +3.3% | +1.1% | +2.2% | +3.2% |
| 30D | +7.5% | -1.8% | +9.4% | +7.6% |
| 3M | +22.8% | +4.8% | +17.9% | +21.9% |
| 6M | +13.4% | +33.0% | -19.7% | +9.5% |
| YTD | +43.0% | -23.8% | +66.8% | +44.6% |
| 1Y | +45.2% | -16.5% | +61.8% | +45.5% |
| 3Y | +145.5% | -53.6% | +199.2% | +157.4% |
| 5Y | +157.1% | -42.1% | +199.2% | +160.9% |
| 10Y | +153.3% | +90.1% | +63.2% | +125.1% |
| All | +13,955.2% | +6,296.6% | +7,658.6% | +9,447.7% |
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