+41.5%
MO vs P
+17.1%
+24.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.1% | +1.8% |
| 7D | -0.8% | -4.7% | +3.9% | -1.1% |
| 30D | +8.0% | -31.4% | +39.4% | +4.6% |
| 3M | +20.9% | -2.6% | +23.5% | +21.5% |
| 6M | +16.3% | +21.9% | -5.6% | +22.0% |
| YTD | +40.7% | +58.9% | -18.2% | +48.5% |
| 1Y | +41.5% | +21.7% | +19.7% | +49.9% |
| All | +41.5% | +17.1% | +24.3% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling