+155.7%
MO vs RL
+337.1%
-181.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | +3.3% | +2.6% | +0.7% | +2.9% |
| 30D | +7.5% | +2.9% | +4.6% | +7.0% |
| 3M | +22.8% | 0.0% | +22.8% | +22.6% |
| 6M | +13.4% | +17.1% | -3.8% | +10.2% |
| YTD | +43.0% | +10.1% | +32.9% | +39.6% |
| 1Y | +45.2% | +17.3% | +27.9% | +40.4% |
| 3Y | +145.5% | +249.3% | -103.8% | +90.9% |
| 5Y | +157.1% | +240.9% | -83.8% | +95.8% |
| All | +155.7% | +337.1% | -181.4% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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