+7,277.5%
MO vs PAAS
+1,235.6%
+6,041.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.8% |
| 7D | +0.3% | -2.9% | +3.2% | +0.4% |
| 30D | +0.6% | +6.8% | -6.2% | +0.4% |
| 3M | -1.0% | -2.9% | +1.9% | -1.0% |
| 6M | +4.3% | -16.4% | +20.8% | +4.6% |
| YTD | +23.3% | 0.0% | +23.3% | +22.7% |
| 1Y | +10.5% | +54.3% | -43.9% | +8.1% |
| 3Y | +96.3% | +230.7% | -134.4% | +85.7% |
| 5Y | +98.9% | +111.6% | -12.8% | +89.9% |
| 10Y | +103.6% | +211.7% | -108.1% | +88.7% |
| All | +7,277.5% | +1,235.6% | +6,041.9% | +6,516.3% |
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