+578.8%
MS vs MO
+135.2%
+443.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +0.7% | -1.8% | +2.5% | +1.4% |
| 30D | -0.9% | +5.8% | -6.7% | -3.1% |
| 3M | -13.0% | +12.7% | -25.7% | -17.2% |
| 6M | -2.0% | +14.8% | -16.7% | -8.6% |
| YTD | +7.8% | +37.8% | -30.1% | -8.3% |
| 1Y | +17.9% | +39.5% | -21.6% | -0.3% |
| 3Y | +174.8% | +136.1% | +38.7% | +73.5% |
| 5Y | +119.9% | +148.5% | -28.7% | +31.9% |
| 10Y | +578.8% | +135.5% | +443.3% | +313.0% |
| All | +578.8% | +135.2% | +443.7% | +313.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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