+110.9%
MO vs TRU
+147.2%
-36.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +0.1% | -2.7% | +2.9% | +0.5% |
| 30D | +7.1% | -2.0% | +9.2% | +7.4% |
| 3M | -2.0% | +18.4% | -20.4% | -4.1% |
| 6M | +7.3% | +8.9% | -1.6% | +5.7% |
| YTD | +23.5% | -8.9% | +32.4% | +24.1% |
| 1Y | +11.0% | -15.9% | +26.9% | +12.7% |
| 3Y | +95.0% | -1.1% | +96.1% | +85.9% |
| 5Y | +100.6% | -35.2% | +135.8% | +109.0% |
| All | +110.9% | +147.2% | -36.3% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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