+6.6%
ON vs MO
+145.0%
-138.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.2% |
| 7D | +12.2% | +3.3% | +8.9% | +14.0% |
| 30D | -3.1% | +7.5% | -10.7% | +0.5% |
| 3M | -12.9% | +22.8% | -35.6% | -3.5% |
| 6M | -38.6% | +13.4% | -51.9% | -33.7% |
| YTD | +31.2% | +43.0% | -11.8% | +54.1% |
| 1Y | +47.6% | +45.2% | +2.4% | +74.4% |
| 3Y | +6.6% | +145.5% | -138.9% | +27.0% |
| All | +6.6% | +145.0% | -138.4% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling