+97.5%
MO vs S
-71.9%
+169.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.4% | -1.2% | -1.2% | -2.4% |
| 30D | +3.6% | -12.6% | +16.1% | +3.3% |
| 3M | -3.7% | +27.6% | -31.3% | -3.2% |
| 6M | +4.5% | +35.5% | -31.0% | +5.3% |
| YTD | +21.5% | +29.6% | -8.1% | +22.4% |
| 1Y | +9.5% | +8.1% | +1.4% | +10.1% |
| 3Y | +93.6% | +14.8% | +78.8% | +94.8% |
| 5Y | +97.5% | -70.6% | +168.1% | +93.7% |
| All | +97.5% | -71.9% | +169.4% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling