+10.7%
MO vs RF
+15.4%
-4.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -1.0% |
| 7D | -2.0% | +2.7% | -4.7% | -2.0% |
| 30D | -0.3% | -3.4% | +3.1% | -0.2% |
| 3M | -2.9% | +6.4% | -9.3% | -2.7% |
| 6M | +5.8% | +13.4% | -7.6% | +6.7% |
| YTD | +22.0% | +14.2% | +7.8% | +22.6% |
| 1Y | +10.7% | +15.7% | -5.0% | +12.5% |
| All | +10.7% | +15.4% | -4.7% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling