+135.5%
MO vs RF
+277.2%
-141.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | -1.8% | -0.1% | -1.6% | -1.7% |
| 30D | +5.8% | +7.0% | -1.3% | +4.4% |
| 3M | +12.7% | -7.0% | +19.7% | +14.2% |
| 6M | +14.8% | +6.8% | +8.0% | +13.1% |
| YTD | +37.8% | +9.9% | +27.9% | +34.7% |
| 1Y | +39.5% | +21.1% | +18.3% | +33.6% |
| 3Y | +136.1% | +119.6% | +16.4% | +95.3% |
| 5Y | +148.5% | +46.2% | +102.3% | +119.8% |
| 10Y | +135.5% | +261.5% | -126.0% | +90.0% |
| All | +135.5% | +277.2% | -141.7% | +90.0% |
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