+45.3%
MO vs LIN
+27.8%
+17.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.7% |
| 7D | +6.9% | +3.3% | +3.6% | +5.9% |
| 30D | +14.9% | +8.8% | +6.1% | +12.4% |
| 3M | +16.4% | +8.6% | +7.8% | +13.9% |
| 6M | +9.6% | +7.0% | +2.6% | +7.3% |
| YTD | +41.8% | +24.3% | +17.6% | +35.9% |
| 1Y | +45.3% | +27.3% | +18.1% | +39.9% |
| All | +45.3% | +27.8% | +17.5% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 1y: compounded portfolio wealth divided by compounded LIN 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…
1y analysis · Full analysis span regression · 6 months rolling