+146.1%
MO vs MAS
+219.2%
-73.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -0.8% | +3.6% | -4.4% | -1.6% |
| 30D | +6.5% | +23.8% | -17.3% | +1.7% |
| 3M | +18.3% | +14.4% | +3.9% | +14.8% |
| 6M | +15.6% | +19.7% | -4.2% | +10.4% |
| YTD | +38.8% | +36.0% | +2.9% | +27.9% |
| 1Y | +41.6% | +40.4% | +1.3% | +29.5% |
| 3Y | +138.2% | +58.9% | +79.3% | +103.7% |
| 5Y | +150.5% | +44.5% | +105.9% | +115.7% |
| 10Y | +146.1% | +214.8% | -68.7% | +62.9% |
| All | +146.1% | +219.2% | -73.1% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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