+1,933.5%
MO vs ITOT
+885.8%
+1,047.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | +3.6% | -1.6% | +5.2% | +4.4% |
| 3M | -3.7% | +3.5% | -7.3% | -5.7% |
| 6M | +4.5% | +13.1% | -8.6% | -2.5% |
| YTD | +21.5% | +12.7% | +8.8% | +13.4% |
| 1Y | +9.5% | +18.3% | -8.8% | -0.5% |
| 3Y | +93.6% | +76.4% | +17.2% | +38.9% |
| 5Y | +97.5% | +73.8% | +23.7% | +40.1% |
| 10Y | +111.2% | +301.2% | -190.1% | -7.9% |
| All | +1,933.5% | +885.8% | +1,047.7% | +398.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling