+47.6%
ON vs MO
+45.9%
+1.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.0% |
| 7D | -5.8% | +6.9% | -12.7% | -1.8% |
| 30D | -17.1% | +14.9% | -32.0% | -9.4% |
| 3M | -11.8% | +16.4% | -28.2% | -2.4% |
| 6M | -30.2% | +9.6% | -39.8% | -24.4% |
| YTD | +31.6% | +41.8% | -10.3% | +58.6% |
| 1Y | +47.6% | +45.3% | +2.2% | +81.9% |
| All | +47.6% | +45.9% | +1.7% | +81.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling