+885.1%
MO vs MSCI
+2,756.4%
-1,871.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | +0.6% | +0.6% | +0.1% | +0.6% |
| 3M | -1.0% | -7.1% | +6.1% | -0.1% |
| 6M | +4.3% | +0.8% | +3.5% | +3.9% |
| YTD | +23.3% | +1.0% | +22.3% | +22.4% |
| 1Y | +10.5% | +4.3% | +6.1% | +9.0% |
| 3Y | +96.3% | +9.9% | +86.3% | +90.2% |
| 5Y | +98.9% | -6.8% | +105.6% | +94.0% |
| 10Y | +103.6% | +614.7% | -511.1% | +39.6% |
| All | +885.1% | +2,756.4% | -1,871.3% | +431.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling