+146.0%
MO vs PL
+45.6%
+100.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -0.8% | +5.6% | -6.4% | -0.7% |
| 30D | +6.5% | -16.9% | +23.4% | +6.5% |
| 3M | +18.3% | -38.2% | +56.6% | +18.3% |
| 6M | +15.6% | -63.4% | +79.0% | +15.6% |
| YTD | +38.8% | -27.6% | +66.4% | +38.1% |
| 1Y | +41.6% | +6.6% | +35.0% | +40.5% |
| 3Y | +138.2% | +557.6% | -419.4% | +129.0% |
| 5Y | +150.5% | +39.5% | +111.0% | +145.6% |
| All | +146.0% | +45.6% | +100.4% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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