+97.5%
MO vs RVTY
-34.2%
+131.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.3% |
| 7D | -2.4% | -5.4% | +3.0% | -2.2% |
| 30D | +3.6% | +6.7% | -3.2% | +3.3% |
| 3M | -3.7% | +19.0% | -22.7% | -4.3% |
| 6M | +4.5% | +34.6% | -30.1% | +3.2% |
| YTD | +21.5% | +28.3% | -6.8% | +20.1% |
| 1Y | +9.5% | +46.0% | -36.5% | +7.4% |
| 3Y | +93.6% | +16.9% | +76.7% | +91.0% |
| 5Y | +97.5% | -32.9% | +130.4% | +102.7% |
| All | +97.5% | -34.2% | +131.7% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling