+152.4%
MO vs RUN
-29.4%
+181.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.1% |
| 7D | -2.0% | +10.2% | -12.2% | -2.2% |
| 30D | -0.3% | -9.6% | +9.3% | -0.1% |
| 3M | -2.9% | -31.5% | +28.6% | -2.3% |
| 6M | +5.8% | -18.7% | +24.5% | +5.9% |
| YTD | +22.0% | -49.9% | +71.9% | +23.1% |
| 1Y | +10.7% | -45.5% | +56.2% | +11.3% |
| 3Y | +94.4% | -34.1% | +128.5% | +89.0% |
| 5Y | +97.2% | -79.4% | +176.6% | +95.8% |
| 10Y | +103.0% | +48.9% | +54.0% | +81.6% |
| All | +152.4% | -29.4% | +181.8% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling