+91.9%
MO vs ROP
-18.8%
+110.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -2.4% | -6.1% | +3.7% | -1.6% |
| 30D | +3.6% | -3.4% | +6.9% | +4.0% |
| 3M | -3.7% | +16.7% | -20.4% | -4.7% |
| 6M | +4.5% | +8.1% | -3.6% | +4.0% |
| YTD | +21.5% | -11.7% | +33.2% | +23.8% |
| 1Y | +9.5% | -24.2% | +33.7% | +13.9% |
| All | +91.9% | -18.8% | +110.7% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling