+1,001.6%
MO vs MSCI
+3,122.5%
-2,120.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | -1.8% | +1.5% | -3.2% | -2.0% |
| 30D | +5.8% | +14.4% | -8.6% | +3.7% |
| 3M | +12.7% | +15.2% | -2.5% | +10.4% |
| 6M | +14.8% | +11.2% | +3.5% | +12.7% |
| YTD | +37.8% | +13.9% | +23.9% | +34.5% |
| 1Y | +39.5% | +12.5% | +27.0% | +36.3% |
| 3Y | +136.1% | +32.3% | +103.8% | +122.8% |
| 5Y | +148.5% | +4.9% | +143.7% | +138.7% |
| 10Y | +135.5% | +779.7% | -644.2% | +56.6% |
| All | +1,001.6% | +3,122.5% | -2,120.9% | +483.4% |
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