+40.6%
MO vs RACE
+3.0%
+37.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -1.8% | +3.9% | -5.7% | -1.6% |
| 30D | +5.8% | +7.4% | -1.7% | +6.1% |
| 3M | +12.7% | +1.6% | +11.1% | +12.6% |
| 6M | +14.8% | +23.3% | -8.6% | +15.8% |
| YTD | +37.8% | +14.7% | +23.2% | +39.7% |
| All | +40.6% | +3.0% | +37.6% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling