+154.7%
MO vs ROP
+2.3%
+152.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +0.4% | -2.7% | +3.1% | +0.9% |
| 30D | +8.9% | +29.7% | -20.8% | +4.3% |
| 3M | +23.0% | +21.2% | +1.8% | +19.0% |
| 6M | +15.0% | +48.3% | -33.3% | +8.4% |
| YTD | +41.7% | +8.4% | +33.3% | +39.8% |
| 1Y | +43.3% | +6.0% | +37.3% | +42.0% |
| 3Y | +143.2% | -5.6% | +148.8% | +143.5% |
| 5Y | +154.7% | +1.3% | +153.4% | +142.8% |
| All | +154.7% | +2.3% | +152.4% | +142.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling