+14,854.1%
MO vs RVTY
+2,416.7%
+12,437.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | +0.6% | +13.2% | -12.6% | -0.7% |
| 3M | -1.0% | +27.2% | -28.2% | -3.5% |
| 6M | +4.3% | +32.4% | -28.1% | +0.9% |
| YTD | +23.3% | +34.9% | -11.6% | +18.8% |
| 1Y | +10.5% | +52.4% | -41.9% | +4.9% |
| 3Y | +96.3% | +12.3% | +84.0% | +89.9% |
| 5Y | +98.9% | -30.8% | +129.7% | +100.8% |
| 10Y | +103.6% | +150.7% | -47.1% | +76.7% |
| All | +14,854.1% | +2,416.7% | +12,437.5% | +7,883.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling