+149.3%
MO vs LIN
+418.8%
-269.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +8.0% | +8.0% | 0.0% | +5.2% |
| 3M | +20.9% | +7.7% | +13.2% | +17.9% |
| 6M | +16.3% | +5.1% | +11.2% | +14.1% |
| YTD | +40.7% | +24.7% | +16.0% | +30.1% |
| 1Y | +41.5% | +25.1% | +16.4% | +30.5% |
| 3Y | +141.5% | +36.8% | +104.7% | +113.3% |
| 5Y | +153.1% | +67.9% | +85.2% | +102.8% |
| 10Y | +149.3% | +427.2% | -277.9% | +29.6% |
| All | +149.3% | +418.8% | -269.5% | +29.6% |
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