+100.1%
MO vs RUN
-81.3%
+181.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.3% | +1.3% |
| 7D | -1.0% | -3.4% | +2.4% | -1.0% |
| 30D | +5.8% | -14.0% | +19.7% | +5.8% |
| 3M | -4.5% | -27.5% | +23.0% | -4.5% |
| 6M | +5.7% | -29.0% | +34.7% | +5.7% |
| YTD | +23.1% | -53.1% | +76.2% | +23.3% |
| 1Y | +10.9% | -46.7% | +57.6% | +11.0% |
| 3Y | +96.1% | -38.3% | +134.5% | +95.6% |
| 5Y | +100.1% | -80.7% | +180.8% | +97.4% |
| All | +100.1% | -81.3% | +181.3% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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