+8,579.2%
MO vs O
+5,387.7%
+3,191.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +0.3% | -0.7% | +1.1% | +0.5% |
| 30D | +0.6% | -1.9% | +2.5% | +1.1% |
| 3M | -1.0% | +3.8% | -4.8% | -1.7% |
| 6M | +4.3% | -4.7% | +9.1% | +5.6% |
| YTD | +23.3% | +12.5% | +10.8% | +20.0% |
| 1Y | +10.5% | +10.8% | -0.4% | +7.9% |
| 3Y | +96.3% | +28.8% | +67.5% | +84.3% |
| 5Y | +98.9% | +13.2% | +85.7% | +91.2% |
| 10Y | +103.6% | +53.5% | +50.1% | +77.9% |
| All | +8,579.2% | +5,387.7% | +3,191.5% | +3,371.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling