+148.0%
MO vs LIN
+64.4%
+83.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.7% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | +9.7% | +6.5% | +3.3% | +8.3% |
| 3M | +14.1% | +5.5% | +8.7% | +12.9% |
| 6M | +11.9% | +3.3% | +8.5% | +11.0% |
| YTD | +38.4% | +22.0% | +16.4% | +33.0% |
| 1Y | +41.9% | +25.7% | +16.2% | +35.6% |
| 3Y | +134.5% | +36.2% | +98.3% | +119.2% |
| All | +148.0% | +64.4% | +83.6% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling