+149.3%
MO vs PR
+72.8%
+76.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +1.3% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | +8.0% | -4.6% | +12.6% | +8.1% |
| 3M | +20.9% | +4.7% | +16.2% | +20.6% |
| 6M | +16.3% | +12.4% | +3.9% | +15.7% |
| YTD | +40.7% | +62.9% | -22.1% | +38.1% |
| 1Y | +41.5% | +70.6% | -29.1% | +38.5% |
| 3Y | +141.5% | +90.0% | +51.5% | +134.2% |
| 5Y | +153.1% | +255.5% | -102.4% | +137.8% |
| 10Y | +149.3% | +78.7% | +70.6% | +152.8% |
| All | +149.3% | +72.8% | +76.5% | +152.8% |
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