+146.1%
MO vs P
+691.2%
-545.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -0.8% | -13.3% | +12.5% | -0.5% |
| 30D | +6.5% | -34.0% | +40.5% | +7.4% |
| 3M | +18.3% | +4.1% | +14.3% | +17.8% |
| 6M | +15.6% | +30.5% | -14.9% | +13.9% |
| YTD | +38.8% | +52.2% | -13.4% | +35.5% |
| 1Y | +41.6% | +10.3% | +31.3% | +40.0% |
| 3Y | +138.2% | +180.9% | -42.6% | +114.9% |
| 5Y | +150.5% | +259.7% | -109.2% | +116.4% |
| 10Y | +146.1% | +652.6% | -506.5% | +86.6% |
| All | +146.1% | +691.2% | -545.1% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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