+155.5%
MO vs MAS
+39.9%
+115.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +3.3% | +3.0% | +0.3% | +3.0% |
| 30D | +7.5% | +22.4% | -14.9% | +5.7% |
| 3M | +22.8% | +14.5% | +8.3% | +21.3% |
| 6M | +13.4% | +27.1% | -13.8% | +10.9% |
| YTD | +43.0% | +35.8% | +7.2% | +38.8% |
| 1Y | +45.2% | +39.4% | +5.8% | +40.6% |
| 3Y | +145.5% | +60.3% | +85.3% | +129.8% |
| All | +155.5% | +39.9% | +115.6% | +135.9% |
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 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