+149.9%
MO vs ROIV
+298.2%
-148.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -2.4% | +22.3% | -24.7% | -2.7% |
| 30D | +3.6% | +16.9% | -13.3% | +3.3% |
| 3M | -3.7% | +43.9% | -47.6% | -4.4% |
| 6M | +4.5% | +41.6% | -37.1% | +3.7% |
| YTD | +21.5% | +92.7% | -71.2% | +19.5% |
| 1Y | +9.5% | +210.2% | -200.6% | +6.2% |
| 3Y | +93.6% | +231.8% | -138.3% | +86.3% |
| 5Y | +97.5% | +319.8% | -222.3% | +84.9% |
| All | +149.9% | +298.2% | -148.2% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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