+153.1%
MO vs XRT
-1.3%
+154.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -0.8% | -1.4% | +0.6% | -0.6% |
| 30D | +8.0% | +9.8% | -1.8% | +6.7% |
| 3M | +20.9% | +3.3% | +17.6% | +20.3% |
| 6M | +16.3% | +13.6% | +2.7% | +14.4% |
| YTD | +40.7% | +9.1% | +31.7% | +39.0% |
| 1Y | +41.5% | +15.1% | +26.4% | +38.8% |
| 3Y | +141.5% | +59.9% | +81.6% | +123.0% |
| 5Y | +153.1% | -1.7% | +154.8% | +137.8% |
| All | +153.1% | -1.3% | +154.4% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling