+14,639.2%
MO vs ITW
+9,371.1%
+5,268.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -2.4% | -1.9% | -0.5% | -1.9% |
| 30D | +3.6% | -10.4% | +14.0% | +6.6% |
| 3M | -3.7% | +3.5% | -7.2% | -4.6% |
| 6M | +4.5% | -3.4% | +7.9% | +5.1% |
| YTD | +21.5% | +8.5% | +13.0% | +18.5% |
| 1Y | +9.5% | +3.2% | +6.3% | +8.0% |
| 3Y | +93.6% | +18.9% | +74.7% | +82.3% |
| 5Y | +97.5% | +35.0% | +62.5% | +78.1% |
| 10Y | +111.2% | +188.6% | -77.5% | +56.3% |
| All | +14,639.2% | +9,371.1% | +5,268.2% | +4,682.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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