+111.2%
MO vs RACE
+783.2%
-672.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -2.4% | -2.6% | +0.2% | -2.0% |
| 30D | +3.6% | -1.1% | +4.7% | +3.7% |
| 3M | -3.7% | +12.5% | -16.2% | -5.8% |
| 6M | +4.5% | +17.4% | -12.9% | +1.3% |
| YTD | +21.5% | +10.1% | +11.4% | +18.8% |
| 1Y | +9.5% | -15.1% | +24.7% | +11.6% |
| 3Y | +93.6% | +38.9% | +54.7% | +74.9% |
| 5Y | +97.5% | +90.7% | +6.8% | +63.2% |
| 10Y | +111.2% | +801.8% | -690.7% | +31.3% |
| All | +111.2% | +783.2% | -672.0% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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