+112.4%
MS vs MO
+147.3%
-34.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.4% |
| 7D | -1.6% | -2.4% | +0.9% | -1.3% |
| 30D | -3.8% | +9.7% | -13.5% | -4.6% |
| 3M | -14.6% | +14.1% | -28.7% | -15.7% |
| 6M | -5.1% | +11.9% | -16.9% | -6.7% |
| YTD | +4.5% | +38.4% | -33.9% | -2.3% |
| 1Y | +13.5% | +41.9% | -28.4% | +5.5% |
| 3Y | +160.4% | +134.5% | +25.9% | +99.0% |
| All | +112.4% | +147.3% | -34.8% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling