+132.0%
MO vs WM
+339.4%
-207.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -0.9% |
| 7D | -2.4% | +1.2% | -3.7% | -3.0% |
| 30D | +9.7% | +13.1% | -3.4% | +3.5% |
| 3M | +14.1% | +3.6% | +10.5% | +12.1% |
| 6M | +11.9% | +8.1% | +3.8% | +7.9% |
| YTD | +38.4% | +8.9% | +29.5% | +32.8% |
| 1Y | +41.9% | +20.3% | +21.6% | +30.0% |
| 3Y | +134.5% | +46.2% | +88.3% | +91.8% |
| 5Y | +147.3% | +59.9% | +87.4% | +90.0% |
| All | +132.0% | +339.4% | -207.4% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling