+155.7%
MO vs ROP
+185.2%
-29.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +3.3% | +0.7% | +2.6% | +3.1% |
| 30D | +7.5% | +28.8% | -21.3% | -0.2% |
| 3M | +22.8% | +21.1% | +1.7% | +15.8% |
| 6M | +13.4% | +52.5% | -39.2% | -0.1% |
| YTD | +43.0% | +8.9% | +34.1% | +38.5% |
| 1Y | +45.2% | +8.2% | +37.0% | +40.9% |
| 3Y | +145.5% | -5.2% | +150.7% | +144.5% |
| 5Y | +157.1% | +1.7% | +155.3% | +146.2% |
| All | +155.7% | +185.2% | -29.5% | +76.0% |
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