+209.9%
ON vs MO
+5,784.8%
-5,574.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -3.3% | +0.6% | -3.9% | -3.7% |
| 3M | -43.6% | -1.0% | -42.6% | -44.2% |
| 6M | +19.0% | +4.3% | +14.6% | +15.4% |
| YTD | +37.4% | +23.3% | +14.1% | +26.3% |
| 1Y | +54.8% | +10.5% | +44.3% | +46.4% |
| 3Y | -25.2% | +96.3% | -121.4% | -42.9% |
| 5Y | +62.7% | +98.9% | -36.2% | +21.7% |
| 10Y | +574.3% | +103.6% | +470.7% | +384.5% |
| All | +209.9% | +5,784.8% | -5,574.9% | +64.2% |
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