+146.6%
MO vs S
-51.7%
+198.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +3.3% | +2.0% | +1.3% | +3.4% |
| 30D | +7.5% | -2.7% | +10.3% | +7.5% |
| 3M | +22.8% | -6.9% | +29.6% | +22.7% |
| 6M | +13.4% | +38.1% | -24.7% | +14.3% |
| YTD | +43.0% | +48.0% | -5.0% | +44.6% |
| 1Y | +45.2% | +34.5% | +10.8% | +46.7% |
| 3Y | +145.5% | +38.3% | +107.2% | +148.3% |
| 5Y | +157.1% | -70.9% | +228.0% | +153.7% |
| All | +146.6% | -51.7% | +198.4% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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