+10.5%
MO vs PSX
+101.0%
-90.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +0.3% | +4.5% | -4.2% | +0.1% |
| 30D | +0.6% | +26.6% | -26.0% | -0.7% |
| 3M | -1.0% | +39.3% | -40.2% | -3.6% |
| 6M | +4.3% | +56.8% | -52.5% | +1.1% |
| YTD | +23.3% | +101.8% | -78.5% | +17.9% |
| 1Y | +10.5% | +99.6% | -89.2% | +6.1% |
| All | +10.5% | +101.0% | -90.6% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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