+8,564.5%
MO vs M
+442.1%
+8,122.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.1% | -8.5% | -1.3% |
| 7D | -1.8% | +2.5% | -4.3% | -2.1% |
| 30D | +5.8% | +10.1% | -4.3% | +4.6% |
| 3M | +12.7% | -0.9% | +13.6% | +12.6% |
| 6M | +14.8% | +30.2% | -15.4% | +11.0% |
| YTD | +37.8% | +16.3% | +21.6% | +34.5% |
| 1Y | +39.5% | +27.0% | +12.5% | +34.6% |
| 3Y | +136.1% | +154.5% | -18.4% | +104.0% |
| 5Y | +148.5% | -1.1% | +149.6% | +131.0% |
| 10Y | +135.5% | +0.5% | +135.0% | +95.7% |
| All | +8,564.5% | +442.1% | +8,122.5% | +5,139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling