+155.5%
MO vs RVTY
-15.1%
+170.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | +3.3% | -0.5% | +3.8% | +3.3% |
| 30D | +7.5% | +1.5% | +6.0% | +7.4% |
| 3M | +22.8% | +31.5% | -8.7% | +21.6% |
| 6M | +13.4% | +62.7% | -49.3% | +11.3% |
| YTD | +43.0% | +60.0% | -17.0% | +40.2% |
| 1Y | +45.2% | +65.7% | -20.5% | +42.1% |
| 3Y | +145.5% | +85.2% | +60.3% | +136.0% |
| All | +155.5% | -15.1% | +170.6% | +154.8% |
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