+111.2%
MO vs MSCI
+615.8%
-504.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -2.4% | -1.1% | -1.3% | -2.3% |
| 30D | +3.6% | -1.2% | +4.8% | +3.7% |
| 3M | -3.7% | -8.4% | +4.7% | -2.8% |
| 6M | +4.5% | -1.0% | +5.5% | +4.3% |
| YTD | +21.5% | -2.3% | +23.8% | +21.3% |
| 1Y | +9.5% | -1.2% | +10.7% | +9.0% |
| 3Y | +93.6% | +7.9% | +85.7% | +88.4% |
| 5Y | +97.5% | -10.1% | +107.6% | +94.4% |
| 10Y | +111.2% | +631.0% | -519.8% | +38.7% |
| All | +111.2% | +615.8% | -504.6% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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