+153.3%
MO vs KEY
+95.2%
+58.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +0.4% | +1.8% | -1.3% | +0.1% |
| 30D | +8.9% | +7.1% | +1.8% | +7.6% |
| 3M | +23.0% | -5.9% | +28.9% | +24.1% |
| 6M | +15.0% | +2.2% | +12.8% | +14.3% |
| YTD | +41.7% | +6.4% | +35.3% | +39.5% |
| 1Y | +43.3% | +24.8% | +18.5% | +37.1% |
| 3Y | +143.2% | +125.2% | +17.9% | +102.4% |
| 5Y | +154.7% | +13.0% | +141.7% | +136.9% |
| All | +153.3% | +95.2% | +58.1% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling