+340.1%
MO vs USFR
+27.7%
+312.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +7.1% | +0.4% | +6.8% | +7.0% |
| 3M | -2.0% | +1.0% | -3.0% | -2.3% |
| 6M | +7.3% | +2.0% | +5.3% | +6.6% |
| YTD | +23.5% | +2.8% | +20.7% | +22.3% |
| 1Y | +11.0% | +4.1% | +6.9% | +9.5% |
| 3Y | +95.0% | +14.1% | +80.8% | +87.1% |
| 5Y | +100.6% | +20.6% | +80.1% | +89.4% |
| 10Y | +114.5% | +28.1% | +86.4% | +99.3% |
| All | +340.1% | +27.7% | +312.4% | +302.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling