+110.3%
MO vs ROP
+135.7%
-25.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -1.0% | -8.0% | +7.0% | +1.4% |
| 30D | +5.8% | -2.7% | +8.5% | +6.6% |
| 3M | -4.5% | +16.6% | -21.1% | -8.7% |
| 6M | +5.7% | +10.4% | -4.6% | +2.4% |
| YTD | +23.1% | -12.1% | +35.2% | +27.1% |
| 1Y | +10.9% | -23.6% | +34.5% | +19.5% |
| 3Y | +96.1% | -19.3% | +115.5% | +104.3% |
| 5Y | +100.1% | -15.4% | +115.4% | +101.7% |
| All | +110.3% | +135.7% | -25.4% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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