+91.9%
MO vs O
+28.0%
+63.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -2.4% | -2.3% | -0.1% | -1.5% |
| 30D | +3.6% | -2.4% | +6.0% | +4.6% |
| 3M | -3.7% | -0.6% | -3.1% | -3.2% |
| 6M | +4.5% | -5.0% | +9.5% | +6.6% |
| YTD | +21.5% | +10.4% | +11.1% | +18.1% |
| 1Y | +9.5% | +6.6% | +3.0% | +7.6% |
| All | +91.9% | +28.0% | +63.9% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling