+40.6%
MO vs PL
+8.6%
+32.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.5% | -14.9% | +0.2% |
| 7D | -1.8% | +10.9% | -12.6% | -1.2% |
| 30D | +5.8% | -16.4% | +22.1% | +5.4% |
| 3M | +12.7% | -39.9% | +52.6% | +11.2% |
| 6M | +14.8% | -63.2% | +77.9% | +12.6% |
| YTD | +37.8% | -27.1% | +65.0% | +36.1% |
| All | +40.6% | +8.6% | +32.0% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling