+115.6%
MO vs REPL
-9.7%
+125.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.4% |
| 7D | -2.4% | -9.6% | +7.2% | -2.3% |
| 30D | +3.6% | +5.7% | -2.1% | +3.5% |
| 3M | -3.7% | +56.4% | -60.1% | -4.8% |
| 6M | +4.5% | +67.4% | -62.9% | +1.9% |
| YTD | +21.5% | +48.7% | -27.2% | +18.6% |
| 1Y | +9.5% | +148.3% | -138.8% | +4.5% |
| 3Y | +93.6% | -26.7% | +120.3% | +82.0% |
| 5Y | +97.5% | -54.1% | +151.6% | +87.4% |
| All | +115.6% | -9.7% | +125.2% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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