+155.7%
MO vs O
+80.9%
+74.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.2% |
| 7D | +3.3% | -0.4% | +3.7% | +3.4% |
| 30D | +7.5% | +7.1% | +0.4% | +5.1% |
| 3M | +22.8% | -5.2% | +28.0% | +24.9% |
| 6M | +13.4% | -1.8% | +15.1% | +14.1% |
| YTD | +43.0% | +9.1% | +33.9% | +39.1% |
| 1Y | +45.2% | +9.7% | +35.6% | +40.9% |
| 3Y | +145.5% | +39.1% | +106.4% | +119.5% |
| 5Y | +157.1% | +8.4% | +148.7% | +146.5% |
| All | +155.7% | +80.9% | +74.8% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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