+110.9%
MO vs TAP
-49.9%
+160.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +0.1% | -3.9% | +4.0% | +1.3% |
| 30D | +7.1% | -5.3% | +12.4% | +8.8% |
| 3M | -2.0% | -3.8% | +1.8% | -0.9% |
| 6M | +7.3% | -11.4% | +18.7% | +10.8% |
| YTD | +23.5% | -13.7% | +37.2% | +28.1% |
| 1Y | +11.0% | -17.2% | +28.2% | +16.3% |
| 3Y | +95.0% | -33.1% | +128.1% | +114.3% |
| 5Y | +100.6% | +0.8% | +99.8% | +88.4% |
| All | +110.9% | -49.9% | +160.8% | +125.1% |
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