+153.3%
MO vs TAP
-47.7%
+201.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +0.4% | -6.3% | +6.8% | +2.3% |
| 30D | +8.9% | +2.7% | +6.2% | +7.8% |
| 3M | +23.0% | -3.7% | +26.7% | +23.9% |
| 6M | +15.0% | -2.0% | +17.0% | +15.2% |
| YTD | +41.7% | -12.3% | +54.0% | +45.9% |
| 1Y | +43.3% | -10.1% | +53.4% | +46.3% |
| 3Y | +143.2% | -25.3% | +168.4% | +157.8% |
| 5Y | +154.7% | -1.9% | +156.7% | +141.4% |
| All | +153.3% | -47.7% | +201.0% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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