+14,854.2%
MO vs RF
+1,537.4%
+13,316.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.3% | +1.3% | -1.0% | +0.2% |
| 30D | +0.6% | -3.6% | +4.3% | +1.1% |
| 3M | -1.0% | +8.1% | -9.1% | -1.9% |
| 6M | +4.3% | +11.5% | -7.1% | +2.9% |
| YTD | +23.3% | +15.6% | +7.7% | +20.9% |
| 1Y | +10.5% | +15.7% | -5.2% | +8.2% |
| 3Y | +96.3% | +86.9% | +9.4% | +79.4% |
| 5Y | +98.9% | +89.8% | +9.1% | +79.5% |
| 10Y | +103.6% | +344.7% | -241.1% | +62.5% |
| All | +14,854.2% | +1,537.4% | +13,316.7% | +7,099.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling