+134.5%
MO vs RF
+104.8%
+29.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -2.4% | -0.9% | -1.5% | -2.4% |
| 30D | +9.7% | +6.0% | +3.7% | +9.5% |
| 3M | +14.1% | -8.9% | +23.0% | +14.6% |
| 6M | +11.9% | +2.3% | +9.5% | +11.8% |
| YTD | +38.4% | +7.6% | +30.9% | +38.0% |
| 1Y | +41.9% | +21.2% | +20.7% | +40.5% |
| 3Y | +134.5% | +108.5% | +26.0% | +118.6% |
| All | +134.5% | +104.8% | +29.7% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling