+94.5%
MO vs USFR
+14.1%
+80.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.0% | +0.1% | -1.1% | -1.2% |
| 30D | +5.8% | +0.3% | +5.5% | +4.8% |
| 3M | -4.5% | +1.0% | -5.5% | -7.4% |
| 6M | +5.7% | +1.9% | +3.8% | +0.2% |
| YTD | +23.1% | +2.7% | +20.4% | +14.4% |
| 1Y | +10.9% | +4.0% | +6.9% | -0.8% |
| All | +94.5% | +14.1% | +80.4% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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