+41.6%
MO vs RF
+19.4%
+22.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +6.5% | +6.2% | +0.3% | +6.4% |
| 3M | +18.3% | -7.8% | +26.2% | +18.2% |
| 6M | +15.6% | +5.9% | +9.6% | +16.3% |
| YTD | +38.8% | +9.0% | +29.8% | +40.0% |
| 1Y | +41.6% | +19.3% | +22.4% | +42.0% |
| All | +41.6% | +19.4% | +22.2% | +42.0% |
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 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