+153.3%
MO vs PR
+83.7%
+69.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.6% |
| 7D | +0.4% | +6.7% | -6.3% | +0.2% |
| 30D | +8.9% | -6.1% | +15.0% | +9.1% |
| 3M | +23.0% | +6.9% | +16.1% | +22.6% |
| 6M | +15.0% | +14.6% | +0.4% | +14.3% |
| YTD | +41.7% | +66.1% | -24.5% | +38.9% |
| 1Y | +43.3% | +77.0% | -33.7% | +40.2% |
| 3Y | +143.2% | +93.8% | +49.3% | +135.7% |
| 5Y | +154.7% | +268.2% | -113.5% | +139.1% |
| All | +153.3% | +83.7% | +69.6% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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