+110.9%
MO vs ROST
+317.9%
-207.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.1% | -0.1% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +7.1% | -6.9% | +14.0% | +8.5% |
| 3M | -2.0% | -3.3% | +1.4% | -1.5% |
| 6M | +7.3% | +9.0% | -1.7% | +5.1% |
| YTD | +23.5% | +28.9% | -5.4% | +17.0% |
| 1Y | +11.0% | +54.0% | -43.0% | +1.4% |
| 3Y | +95.0% | +100.7% | -5.7% | +66.4% |
| 5Y | +100.6% | +116.0% | -15.4% | +64.7% |
| All | +110.9% | +317.9% | -207.0% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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