+102.7%
MO vs PSX
+362.1%
-259.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +7.1% | +15.6% | -8.5% | +5.4% |
| 3M | -2.0% | +46.5% | -48.4% | -6.3% |
| 6M | +7.3% | +55.0% | -47.7% | +1.8% |
| YTD | +23.5% | +105.3% | -81.8% | +13.2% |
| 1Y | +11.0% | +101.6% | -90.6% | +1.8% |
| 3Y | +95.0% | +134.1% | -39.1% | +72.1% |
| All | +102.7% | +362.1% | -259.4% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling