+10.5%
MO vs RNG
+144.7%
-134.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.9% |
| 7D | +0.3% | +5.8% | -5.4% | +0.4% |
| 30D | +0.6% | +19.6% | -19.0% | +0.8% |
| 3M | -1.0% | +67.0% | -68.0% | -0.4% |
| 6M | +4.3% | +88.4% | -84.0% | +5.9% |
| YTD | +23.3% | +155.5% | -132.2% | +26.0% |
| 1Y | +10.5% | +141.7% | -131.2% | +12.4% |
| All | +10.5% | +144.7% | -134.3% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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