+148.0%
MO vs TMF
-88.0%
+236.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -2.4% | +1.2% | -3.7% | -2.5% |
| 30D | +9.7% | +19.7% | -10.0% | +9.5% |
| 3M | +14.1% | -2.1% | +16.2% | +14.1% |
| 6M | +11.9% | -13.4% | +25.3% | +11.9% |
| YTD | +38.4% | -16.7% | +55.1% | +38.5% |
| 1Y | +41.9% | -23.3% | +65.2% | +42.1% |
| 3Y | +134.5% | -24.8% | +159.3% | +135.9% |
| All | +148.0% | -88.0% | +236.0% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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