+132.0%
MO vs LIN
+424.3%
-292.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.5% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | +9.7% | +6.5% | +3.3% | +7.4% |
| 3M | +14.1% | +5.5% | +8.7% | +12.1% |
| 6M | +11.9% | +3.3% | +8.5% | +10.4% |
| YTD | +38.4% | +22.0% | +16.4% | +28.9% |
| 1Y | +41.9% | +25.7% | +16.2% | +30.8% |
| 3Y | +134.5% | +36.2% | +98.3% | +107.4% |
| 5Y | +147.3% | +66.1% | +81.2% | +98.9% |
| All | +132.0% | +424.3% | -292.3% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling