+103.0%
MO vs RF
+334.9%
-232.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.8% |
| 7D | -2.0% | +2.7% | -4.7% | -2.5% |
| 30D | -0.3% | -3.4% | +3.1% | +0.3% |
| 3M | -2.9% | +6.4% | -9.3% | -4.1% |
| 6M | +5.8% | +13.4% | -7.6% | +3.1% |
| YTD | +22.0% | +14.2% | +7.8% | +18.4% |
| 1Y | +10.7% | +15.7% | -5.0% | +7.0% |
| 3Y | +94.4% | +91.3% | +3.0% | +65.9% |
| 5Y | +97.2% | +89.8% | +7.4% | +64.5% |
| 10Y | +103.0% | +336.7% | -233.7% | +51.1% |
| All | +103.0% | +334.9% | -232.0% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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