+17,245.8%
MO vs RVTY
+2,885.1%
+14,360.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | +3.3% | -0.5% | +3.8% | +3.3% |
| 30D | +7.5% | +1.5% | +6.0% | +7.2% |
| 3M | +22.8% | +31.5% | -8.7% | +19.1% |
| 6M | +13.4% | +62.7% | -49.3% | +7.4% |
| YTD | +43.0% | +60.0% | -17.0% | +35.1% |
| 1Y | +45.2% | +65.7% | -20.5% | +36.6% |
| 3Y | +145.5% | +85.2% | +60.3% | +125.4% |
| 5Y | +157.1% | -14.9% | +171.9% | +153.7% |
| 10Y | +153.3% | +211.9% | -58.6% | +114.7% |
| All | +17,245.8% | +2,885.1% | +14,360.6% | +8,983.0% |
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