+102.7%
MO vs RSG
+89.9%
+12.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +7.1% | +4.0% | +3.2% | +5.7% |
| 3M | -2.0% | +7.4% | -9.3% | -4.2% |
| 6M | +7.3% | +0.1% | +7.2% | +7.1% |
| YTD | +23.5% | +6.0% | +17.4% | +20.9% |
| 1Y | +11.0% | -3.0% | +14.0% | +11.6% |
| 3Y | +95.0% | +56.5% | +38.5% | +68.8% |
| All | +102.7% | +89.9% | +12.8% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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