+143.3%
MO vs WM
+48.8%
+94.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.1% |
| 7D | +0.4% | +1.2% | -0.7% | 0.0% |
| 30D | +8.9% | +15.2% | -6.4% | +3.1% |
| 3M | +23.0% | +8.3% | +14.6% | +19.1% |
| 6M | +15.0% | +13.1% | +1.8% | +10.2% |
| YTD | +41.7% | +12.5% | +29.2% | +35.9% |
| 1Y | +43.3% | +21.8% | +21.5% | +34.8% |
| All | +143.3% | +48.8% | +94.5% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling