+41.5%
MO vs M
+25.7%
+15.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.4% |
| 7D | -0.8% | -3.3% | +2.5% | -0.7% |
| 30D | +8.0% | +8.1% | -0.1% | +8.0% |
| 3M | +20.9% | +2.2% | +18.7% | +20.7% |
| 6M | +16.3% | +35.1% | -18.8% | +17.5% |
| YTD | +40.7% | +15.8% | +24.9% | +42.2% |
| 1Y | +41.5% | +25.8% | +15.6% | +40.4% |
| All | +41.5% | +25.7% | +15.7% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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