+6,288.2%
MS vs MO
+9,117.2%
-2,829.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.6% |
| 7D | +1.4% | +0.3% | +1.0% | +1.2% |
| 30D | -0.3% | +0.6% | -0.9% | -0.7% |
| 3M | +0.3% | -1.0% | +1.3% | -0.5% |
| 6M | +31.3% | +4.3% | +27.0% | +26.6% |
| YTD | +24.7% | +23.3% | +1.4% | +11.4% |
| 1Y | +47.9% | +10.5% | +37.5% | +37.9% |
| 3Y | +178.3% | +96.3% | +82.1% | +98.7% |
| 5Y | +144.9% | +98.9% | +46.0% | +71.4% |
| 10Y | +804.5% | +103.6% | +700.9% | +506.0% |
| All | +6,288.2% | +9,117.2% | -2,829.0% | +1,307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling