+155.7%
MO vs XRT
+136.4%
+19.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +3.3% | +1.7% | +1.6% | +2.8% |
| 30D | +7.5% | +7.5% | 0.0% | +5.6% |
| 3M | +22.8% | +2.2% | +20.6% | +22.0% |
| 6M | +13.4% | +14.7% | -1.3% | +9.4% |
| YTD | +43.0% | +7.5% | +35.5% | +39.9% |
| 1Y | +45.2% | +14.1% | +31.1% | +39.9% |
| 3Y | +145.5% | +58.8% | +86.8% | +112.0% |
| 5Y | +157.1% | -3.9% | +161.0% | +153.6% |
| All | +155.7% | +136.4% | +19.3% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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