+14,639.2%
MO vs TRV
+6,571.7%
+8,067.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | +3.6% | -2.3% | +5.9% | +4.2% |
| 3M | -3.7% | +22.7% | -26.4% | -8.7% |
| 6M | +4.5% | +21.9% | -17.4% | -0.8% |
| YTD | +21.5% | +27.5% | -6.0% | +13.9% |
| 1Y | +9.5% | +36.2% | -26.7% | +0.8% |
| 3Y | +93.6% | +140.6% | -47.0% | +51.7% |
| 5Y | +97.5% | +154.5% | -57.0% | +51.4% |
| 10Y | +111.2% | +295.4% | -184.3% | +41.4% |
| All | +14,639.2% | +6,571.7% | +8,067.6% | +3,814.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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