+423.4%
MO vs PSX
+1,159.1%
-735.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | -2.0% | +2.8% | -4.8% | -2.5% |
| 30D | -0.3% | +27.8% | -28.0% | -4.9% |
| 3M | -2.9% | +42.0% | -45.0% | -9.5% |
| 6M | +5.8% | +58.1% | -52.3% | -3.6% |
| YTD | +22.0% | +105.0% | -83.0% | +5.5% |
| 1Y | +10.7% | +104.9% | -94.2% | -4.5% |
| 3Y | +94.4% | +134.1% | -39.7% | +59.7% |
| 5Y | +97.2% | +363.8% | -266.6% | +35.8% |
| 10Y | +103.0% | +370.1% | -267.1% | +30.6% |
| All | +423.4% | +1,159.1% | -735.7% | +192.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling