+8,207.1%
MO vs PAAS
+937.7%
+7,269.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.8% | +6.5% | +0.9% |
| 7D | -0.8% | +4.2% | -5.0% | -0.9% |
| 30D | +6.5% | -13.8% | +20.3% | +6.9% |
| 3M | +18.3% | -22.7% | +41.1% | +19.1% |
| 6M | +15.6% | -32.1% | +47.7% | +16.6% |
| YTD | +38.8% | -22.3% | +61.1% | +39.0% |
| 1Y | +41.6% | +7.7% | +34.0% | +40.2% |
| 3Y | +138.2% | +214.0% | -75.8% | +125.4% |
| 5Y | +150.5% | +63.2% | +87.3% | +140.8% |
| 10Y | +146.1% | +185.5% | -39.4% | +128.5% |
| All | +8,207.1% | +937.7% | +7,269.4% | +7,398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling