+95.0%
MO vs RNG
+119.8%
-24.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.1% | -6.1% | +6.2% | +0.2% |
| 30D | +7.1% | +9.6% | -2.5% | +7.0% |
| 3M | -2.0% | +83.3% | -85.3% | -2.5% |
| 6M | +7.3% | +77.9% | -70.6% | +6.6% |
| YTD | +23.5% | +139.9% | -116.5% | +21.9% |
| 1Y | +11.0% | +121.7% | -110.7% | +9.8% |
| 3Y | +95.0% | +121.9% | -26.9% | +86.0% |
| All | +95.0% | +119.8% | -24.8% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling