+153.6%
MO vs ROIV
+232.7%
-79.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | +0.3% | +0.6% | -0.3% | +0.3% |
| 30D | +0.6% | +1.0% | -0.3% | +0.6% |
| 3M | -1.0% | +18.3% | -19.3% | -1.4% |
| 6M | +4.3% | +18.3% | -14.0% | +3.9% |
| YTD | +23.3% | +61.0% | -37.7% | +21.6% |
| 1Y | +10.5% | +177.9% | -167.4% | +7.2% |
| 3Y | +96.3% | +199.1% | -102.8% | +89.0% |
| 5Y | +98.9% | +250.7% | -151.8% | +86.8% |
| All | +153.6% | +232.7% | -79.1% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling