+141.6%
MO vs S
+51.7%
+90.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.4% |
| 7D | -0.8% | +1.2% | -2.0% | -0.7% |
| 30D | +8.0% | -7.3% | +15.3% | +7.8% |
| 3M | +20.9% | +5.9% | +15.0% | +21.5% |
| 6M | +16.3% | +45.6% | -29.3% | +18.8% |
| YTD | +40.7% | +58.5% | -17.8% | +44.7% |
| 1Y | +41.5% | +37.6% | +3.8% | +44.7% |
| All | +141.6% | +51.7% | +90.0% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling