+110.9%
MO vs RIG
-41.2%
+152.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | +0.1% | -3.1% | +3.2% | +0.3% |
| 30D | +7.1% | -0.5% | +7.7% | +7.1% |
| 3M | -2.0% | -6.0% | +4.0% | -1.8% |
| 6M | +7.3% | -10.1% | +17.4% | +7.6% |
| YTD | +23.5% | +37.3% | -13.8% | +20.5% |
| 1Y | +11.0% | +73.9% | -62.9% | +6.6% |
| 3Y | +95.0% | -30.2% | +125.2% | +94.9% |
| 5Y | +100.6% | +62.5% | +38.2% | +84.2% |
| All | +110.9% | -41.2% | +152.0% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling