+112.6%
MO vs S
-56.8%
+169.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +0.3% | -7.7% | +8.0% | +0.2% |
| 30D | +0.6% | -5.3% | +6.0% | +0.6% |
| 3M | -1.0% | +20.3% | -21.2% | -0.5% |
| 6M | +4.3% | +47.4% | -43.0% | +5.4% |
| YTD | +23.3% | +32.5% | -9.3% | +24.3% |
| 1Y | +10.5% | +9.5% | +0.9% | +11.1% |
| 3Y | +96.3% | +15.5% | +80.7% | +97.8% |
| 5Y | +98.9% | -71.2% | +170.1% | +95.1% |
| All | +112.6% | -56.8% | +169.4% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling