+17,245.8%
MO vs ROL
+9,850.6%
+7,395.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.6% | +0.5% |
| 7D | +3.3% | +3.0% | +0.3% | +2.7% |
| 30D | +7.5% | +19.8% | -12.2% | +4.0% |
| 3M | +22.8% | +7.9% | +14.9% | +20.9% |
| 6M | +13.4% | -25.6% | +39.0% | +19.2% |
| YTD | +43.0% | -34.1% | +77.1% | +53.3% |
| 1Y | +45.2% | -31.4% | +76.6% | +54.5% |
| 3Y | +145.5% | +4.7% | +140.9% | +140.1% |
| 5Y | +157.1% | +15.6% | +141.5% | +143.8% |
| 10Y | +153.3% | +220.6% | -67.3% | +98.1% |
| All | +17,245.8% | +9,850.6% | +7,395.2% | +6,892.1% |
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