+16,689.9%
MO vs RF
+1,423.8%
+15,266.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | +9.7% | +6.0% | +3.7% | +9.0% |
| 3M | +14.1% | -8.9% | +23.0% | +15.4% |
| 6M | +11.9% | +2.3% | +9.5% | +11.4% |
| YTD | +38.4% | +7.6% | +30.9% | +36.8% |
| 1Y | +41.9% | +21.2% | +20.7% | +38.2% |
| 3Y | +134.5% | +108.5% | +26.0% | +111.8% |
| 5Y | +147.3% | +43.2% | +104.1% | +130.9% |
| 10Y | +135.2% | +288.1% | -152.8% | +90.6% |
| All | +16,689.9% | +1,423.8% | +15,266.1% | +8,050.6% |
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 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