+200.7%
MO vs OPEN
-87.3%
+288.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +1.4% |
| 7D | -0.8% | -31.1% | +30.3% | -0.6% |
| 30D | +8.0% | -34.7% | +42.7% | +8.2% |
| 3M | +20.9% | -61.9% | +82.8% | +21.5% |
| 6M | +16.3% | -71.9% | +88.2% | +17.0% |
| YTD | +40.7% | -76.6% | +117.3% | +41.7% |
| 1Y | +41.5% | -83.9% | +125.4% | +42.8% |
| 3Y | +141.5% | -34.4% | +175.9% | +136.9% |
| 5Y | +153.1% | -93.9% | +247.0% | +149.9% |
| All | +200.7% | -87.3% | +288.0% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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