+94.5%
MO vs PSX
+132.2%
-37.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -1.0% | +1.5% | -2.5% | -1.1% |
| 30D | +5.8% | +15.8% | -10.1% | +4.9% |
| 3M | -4.5% | +43.0% | -47.5% | -6.7% |
| 6M | +5.7% | +61.1% | -55.4% | +2.7% |
| YTD | +23.1% | +104.5% | -81.4% | +17.9% |
| 1Y | +10.9% | +102.5% | -91.6% | +6.3% |
| All | +94.5% | +132.2% | -37.8% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling