+5.7%
MO vs ITOT
+12.5%
-6.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +0.9% |
| 7D | -1.0% | -2.0% | +1.0% | -2.4% |
| 30D | +5.8% | -2.0% | +7.7% | +4.4% |
| 3M | -4.5% | +4.5% | -9.1% | -1.3% |
| 6M | +5.7% | +12.6% | -6.9% | +11.5% |
| All | +5.7% | +12.5% | -6.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 6mo: compounded portfolio wealth divided by compounded ITOT 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…
6mo analysis · Full analysis span regression · 6 months rolling