+110.9%
MO vs ROL
+211.6%
-100.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.1% | -3.2% | +3.3% | +0.9% |
| 30D | +7.1% | -4.9% | +12.0% | +8.4% |
| 3M | -2.0% | -25.8% | +23.9% | +5.0% |
| 6M | +7.3% | -37.6% | +44.9% | +19.5% |
| YTD | +23.5% | -41.5% | +64.9% | +39.1% |
| 1Y | +11.0% | -39.5% | +50.5% | +23.7% |
| 3Y | +95.0% | +0.1% | +94.9% | +89.1% |
| 5Y | +100.6% | -4.6% | +105.2% | +93.5% |
| All | +110.9% | +211.6% | -100.8% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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