+185.5%
MO vs ROIV
+292.3%
-106.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | -0.8% | +14.3% | -15.1% | -1.0% |
| 30D | +6.5% | +16.2% | -9.7% | +6.2% |
| 3M | +18.3% | +15.1% | +3.2% | +18.0% |
| 6M | +15.6% | +44.2% | -28.7% | +14.6% |
| YTD | +38.8% | +89.8% | -51.0% | +36.5% |
| 1Y | +41.6% | +94.6% | -52.9% | +39.2% |
| 3Y | +138.2% | +367.5% | -229.3% | +127.2% |
| 5Y | +150.5% | +421.4% | -270.9% | +129.3% |
| All | +185.5% | +292.3% | -106.7% | +164.0% |
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