+110.3%
MO vs RVTY
+139.0%
-28.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.7% | +1.6% |
| 7D | -1.0% | -7.4% | +6.4% | -0.2% |
| 30D | +5.8% | +4.5% | +1.3% | +5.2% |
| 3M | -4.5% | +19.5% | -24.0% | -6.6% |
| 6M | +5.7% | +34.1% | -28.4% | +1.6% |
| YTD | +23.1% | +25.3% | -2.1% | +19.1% |
| 1Y | +10.9% | +47.0% | -36.1% | +4.8% |
| 3Y | +96.1% | +14.1% | +82.0% | +88.1% |
| 5Y | +100.1% | -34.6% | +134.6% | +109.4% |
| All | +110.3% | +139.0% | -28.7% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling