+110.9%
MO vs O
+54.0%
+56.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | -2.9% | +3.0% | +1.1% |
| 30D | +7.1% | -4.5% | +11.7% | +8.8% |
| 3M | -2.0% | -2.6% | +0.7% | -1.0% |
| 6M | +7.3% | -5.6% | +12.9% | +9.5% |
| YTD | +23.5% | +9.3% | +14.2% | +20.0% |
| 1Y | +11.0% | +4.3% | +6.7% | +9.5% |
| 3Y | +95.0% | +27.4% | +67.6% | +79.1% |
| 5Y | +100.6% | +17.1% | +83.6% | +87.6% |
| All | +110.9% | +54.0% | +56.8% | +72.5% |
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