+148.5%
MO vs RACE
+67.1%
+81.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -1.8% | +3.9% | -5.7% | -2.0% |
| 30D | +5.8% | +7.4% | -1.7% | +5.3% |
| 3M | +12.7% | +1.6% | +11.1% | +12.5% |
| 6M | +14.8% | +23.3% | -8.6% | +13.1% |
| YTD | +37.8% | +14.7% | +23.2% | +36.4% |
| 1Y | +39.5% | +2.5% | +36.9% | +39.3% |
| 3Y | +136.1% | +28.0% | +108.1% | +126.2% |
| 5Y | +148.5% | +69.8% | +78.7% | +123.5% |
| All | +148.5% | +67.1% | +81.5% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling