+45.3%
MO vs RGTI
-69.7%
+115.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.5% |
| 7D | +6.9% | -9.6% | +16.5% | +6.2% |
| 30D | +14.9% | -26.0% | +40.9% | +12.9% |
| 3M | +16.4% | -35.8% | +52.2% | +13.7% |
| 6M | +9.6% | -36.7% | +46.2% | +8.1% |
| YTD | +41.8% | -49.4% | +91.2% | +40.3% |
| 1Y | +45.3% | -68.1% | +113.5% | +42.8% |
| All | +45.3% | -69.7% | +115.1% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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