+196.1%
ON vs MO
+6,725.9%
-6,529.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.9% |
| 7D | +12.2% | +3.3% | +8.9% | +11.3% |
| 30D | -3.1% | +7.5% | -10.7% | -5.2% |
| 3M | -12.9% | +22.8% | -35.6% | -18.1% |
| 6M | -38.6% | +13.4% | -51.9% | -41.7% |
| YTD | +31.2% | +43.0% | -11.8% | +15.4% |
| 1Y | +47.6% | +45.2% | +2.4% | +29.2% |
| 3Y | +6.6% | +145.5% | -138.9% | -23.9% |
| 5Y | +21.3% | +157.1% | -135.8% | -16.1% |
| 10Y | +533.3% | +153.3% | +380.0% | +326.2% |
| All | +196.1% | +6,725.9% | -6,529.8% | +50.1% |
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