+40.6%
MO vs RF
+20.4%
+20.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.5% |
| 7D | -1.8% | -0.1% | -1.6% | -1.8% |
| 30D | +5.8% | +7.0% | -1.3% | +5.7% |
| 3M | +12.7% | -7.0% | +19.7% | +12.5% |
| 6M | +14.8% | +6.8% | +8.0% | +15.5% |
| YTD | +37.8% | +9.9% | +27.9% | +39.0% |
| All | +40.6% | +20.4% | +20.2% | +41.0% |
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