+988.3%
MO vs VRSK
+585.1%
+403.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -1.0% | -7.7% | +6.7% | +0.9% |
| 30D | +5.8% | -2.8% | +8.6% | +6.4% |
| 3M | -4.5% | -3.7% | -0.8% | -3.6% |
| 6M | +5.7% | -12.8% | +18.5% | +8.8% |
| YTD | +23.1% | -21.0% | +44.1% | +29.2% |
| 1Y | +10.9% | -32.5% | +43.4% | +20.9% |
| 3Y | +96.1% | -26.5% | +122.7% | +107.4% |
| 5Y | +100.1% | -11.5% | +111.6% | +98.0% |
| 10Y | +114.0% | +125.7% | -11.7% | +64.9% |
| All | +988.3% | +585.1% | +403.3% | +570.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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