+152.0%
MO vs MAS
+41.7%
+110.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.9% | -0.3% |
| 7D | +1.1% | +4.6% | -3.5% | +0.7% |
| 30D | +13.2% | +19.9% | -6.7% | +11.5% |
| 3M | +15.2% | +8.9% | +6.3% | +14.3% |
| 6M | +9.9% | +20.2% | -10.3% | +8.0% |
| YTD | +41.1% | +33.9% | +7.2% | +37.1% |
| 1Y | +44.9% | +34.7% | +10.2% | +40.8% |
| 3Y | +138.2% | +60.4% | +77.9% | +122.9% |
| 5Y | +152.0% | +43.5% | +108.6% | +130.3% |
| All | +152.0% | +41.7% | +110.3% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling