+153.1%
MO vs REPL
-34.5%
+187.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.4% | +7.8% | +1.4% |
| 7D | -0.8% | +5.3% | -6.1% | -0.8% |
| 30D | +8.0% | +66.6% | -58.6% | +8.0% |
| 3M | +20.9% | +59.6% | -38.7% | +20.9% |
| 6M | +16.3% | +482.4% | -466.0% | +15.6% |
| YTD | +40.7% | +124.1% | -83.4% | +40.2% |
| 1Y | +41.5% | +138.6% | -97.1% | +40.9% |
| 3Y | +141.5% | +96.0% | +45.5% | +134.5% |
| 5Y | +153.1% | -35.4% | +188.5% | +143.6% |
| All | +153.1% | -34.5% | +187.6% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling