+110.9%
MO vs TNA
+86.1%
+24.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | +0.1% | -7.3% | +7.4% | +0.9% |
| 30D | +7.1% | -14.2% | +21.3% | +8.7% |
| 3M | -2.0% | -4.6% | +2.6% | -1.8% |
| 6M | +7.3% | +36.9% | -29.6% | +2.6% |
| YTD | +23.5% | +42.5% | -19.1% | +17.0% |
| 1Y | +11.0% | +45.8% | -34.8% | +4.2% |
| 3Y | +95.0% | +104.7% | -9.7% | +65.1% |
| 5Y | +100.6% | -21.7% | +122.3% | +81.9% |
| All | +110.9% | +86.1% | +24.8% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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