+45.3%
MO vs OMC
+24.5%
+20.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.8% | +0.8% |
| 7D | +6.9% | +12.5% | -5.6% | +5.4% |
| 30D | +14.9% | +16.3% | -1.4% | +13.1% |
| 3M | +16.4% | +8.1% | +8.4% | +15.3% |
| 6M | +9.6% | +17.2% | -7.6% | +8.6% |
| YTD | +41.8% | +11.8% | +30.1% | +40.7% |
| 1Y | +45.3% | +23.9% | +21.4% | +43.8% |
| All | +45.3% | +24.5% | +20.8% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling