+3,888.1%
MO vs RBA
+4,118.8%
-230.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.8% | +3.2% | -4.0% | -1.2% |
| 30D | +6.5% | +12.0% | -5.5% | +4.9% |
| 3M | +18.3% | +2.9% | +15.5% | +17.8% |
| 6M | +15.6% | -6.3% | +21.8% | +16.1% |
| YTD | +38.8% | -5.9% | +44.7% | +38.8% |
| 1Y | +41.6% | -3.9% | +45.5% | +41.2% |
| 3Y | +138.2% | +64.9% | +73.4% | +119.6% |
| 5Y | +150.5% | +48.5% | +102.0% | +131.0% |
| 10Y | +146.1% | +211.8% | -65.7% | +99.7% |
| All | +3,888.1% | +4,118.8% | -230.7% | +2,399.5% |
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