+45.3%
MO vs RVTY
+74.0%
-28.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.2% |
| 7D | +6.9% | -3.6% | +10.4% | +6.7% |
| 30D | +14.9% | +1.4% | +13.6% | +15.0% |
| 3M | +16.4% | +43.2% | -26.8% | +19.0% |
| 6M | +9.6% | +84.5% | -74.9% | +13.9% |
| YTD | +41.8% | +65.2% | -23.3% | +46.1% |
| 1Y | +45.3% | +74.3% | -29.0% | +48.7% |
| All | +45.3% | +74.0% | -28.7% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling