+14,854.2%
MO vs TAP
+825.0%
+14,029.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.3% | -2.3% | +2.7% | +0.8% |
| 30D | +0.6% | -2.1% | +2.8% | +1.1% |
| 3M | -1.0% | +6.6% | -7.6% | -2.2% |
| 6M | +4.3% | -11.5% | +15.8% | +6.7% |
| YTD | +23.3% | -10.3% | +33.5% | +25.6% |
| 1Y | +10.5% | -14.4% | +24.8% | +13.4% |
| 3Y | +96.3% | -28.3% | +124.5% | +106.6% |
| 5Y | +98.9% | +1.7% | +97.2% | +93.2% |
| 10Y | +103.6% | -49.2% | +152.8% | +117.9% |
| All | +14,854.2% | +825.0% | +14,029.1% | +8,993.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling