+14,854.2%
MO vs ROL
+9,030.3%
+5,823.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.3% | -1.4% | +1.8% | +0.6% |
| 30D | +0.6% | -4.1% | +4.7% | +1.4% |
| 3M | -1.0% | -22.5% | +21.5% | +3.6% |
| 6M | +4.3% | -37.7% | +42.0% | +13.4% |
| YTD | +23.3% | -39.6% | +62.9% | +34.4% |
| 1Y | +10.5% | -36.0% | +46.5% | +18.9% |
| 3Y | +96.3% | -5.1% | +101.4% | +95.2% |
| 5Y | +98.9% | -3.4% | +102.3% | +94.9% |
| 10Y | +103.6% | +215.2% | -111.6% | +60.0% |
| All | +14,854.2% | +9,030.3% | +5,823.9% | +6,032.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling