+95.0%
MO vs TRI
-18.9%
+113.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +0.1% | -7.9% | +8.0% | +0.8% |
| 30D | +7.1% | -4.5% | +11.7% | +7.5% |
| 3M | -2.0% | +22.1% | -24.1% | -2.8% |
| 6M | +7.3% | -2.8% | +10.1% | +7.2% |
| YTD | +23.5% | -23.4% | +46.9% | +26.7% |
| 1Y | +11.0% | -41.5% | +52.5% | +17.9% |
| 3Y | +95.0% | -19.2% | +114.2% | +84.7% |
| All | +95.0% | -18.9% | +113.9% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling