+150.5%
MO vs LIN
+65.3%
+85.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.8% | +2.0% | -2.8% | -1.2% |
| 30D | +6.5% | +7.9% | -1.4% | +4.9% |
| 3M | +18.3% | +6.3% | +12.0% | +16.9% |
| 6M | +15.6% | +6.5% | +9.1% | +14.0% |
| YTD | +38.8% | +23.6% | +15.2% | +33.1% |
| 1Y | +41.6% | +25.7% | +15.9% | +35.3% |
| 3Y | +138.2% | +35.6% | +102.6% | +122.9% |
| 5Y | +150.5% | +65.9% | +84.6% | +114.3% |
| All | +150.5% | +65.3% | +85.1% | +114.3% |
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