+111.2%
MO vs PAAS
+218.1%
-107.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.5% |
| 7D | -2.4% | +2.6% | -5.0% | -2.5% |
| 30D | +3.6% | +2.5% | +1.1% | +3.5% |
| 3M | -3.7% | +15.1% | -18.8% | -4.3% |
| 6M | +4.5% | -12.1% | +16.6% | +4.8% |
| YTD | +21.5% | +3.1% | +18.4% | +20.7% |
| 1Y | +9.5% | +50.8% | -41.3% | +6.7% |
| 3Y | +93.6% | +259.5% | -165.9% | +78.1% |
| 5Y | +97.5% | +126.3% | -28.8% | +84.3% |
| 10Y | +111.2% | +239.7% | -128.6% | +91.9% |
| All | +111.2% | +218.1% | -107.0% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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