+4,008.3%
MO vs RBA
+4,075.0%
-66.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +3.3% | +1.7% | +1.6% | +3.1% |
| 30D | +7.5% | +8.3% | -0.8% | +6.4% |
| 3M | +22.8% | +10.5% | +12.2% | +21.1% |
| 6M | +13.4% | -5.9% | +19.2% | +13.8% |
| YTD | +43.0% | -6.9% | +49.9% | +43.2% |
| 1Y | +45.2% | -4.9% | +50.1% | +45.0% |
| 3Y | +145.5% | +64.5% | +81.1% | +126.4% |
| 5Y | +157.1% | +46.1% | +111.0% | +137.5% |
| 10Y | +153.3% | +208.2% | -54.9% | +105.9% |
| All | +4,008.3% | +4,075.0% | -66.7% | +2,478.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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