+110.3%
MO vs XRT
+125.1%
-14.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -1.0% | -3.6% | +2.6% | -0.1% |
| 30D | +5.8% | -6.7% | +12.5% | +7.6% |
| 3M | -4.5% | -1.4% | -3.1% | -4.3% |
| 6M | +5.7% | +1.7% | +4.0% | +5.1% |
| YTD | +23.1% | -1.5% | +24.6% | +23.2% |
| 1Y | +10.9% | -2.5% | +13.4% | +11.1% |
| 3Y | +96.1% | +39.9% | +56.2% | +75.2% |
| 5Y | +100.1% | -2.6% | +102.7% | +94.5% |
| All | +110.3% | +125.1% | -14.8% | +38.8% |
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