+183.6%
MO vs TRU
+226.0%
-42.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -2.4% | -6.5% | +4.1% | -1.6% |
| 30D | +3.6% | -2.5% | +6.1% | +3.9% |
| 3M | -3.7% | +10.4% | -14.1% | -5.0% |
| 6M | +4.5% | +1.6% | +2.9% | +3.9% |
| YTD | +21.5% | -9.7% | +31.2% | +22.3% |
| 1Y | +9.5% | -17.3% | +26.8% | +11.3% |
| 3Y | +93.6% | -1.8% | +95.4% | +85.0% |
| 5Y | +97.5% | -36.2% | +133.7% | +104.5% |
| 10Y | +111.2% | +143.2% | -32.1% | +67.6% |
| All | +183.6% | +226.0% | -42.4% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling