+1,144.5%
RSP vs MO
+4,328.6%
-3,184.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +2.4% | +3.3% | -0.9% | +1.0% |
| 30D | +4.3% | +7.5% | -3.3% | +1.1% |
| 3M | -0.3% | +22.8% | -23.1% | -8.8% |
| 6M | +9.8% | +13.4% | -3.5% | +3.2% |
| YTD | +16.8% | +43.0% | -26.2% | -1.5% |
| 1Y | +19.5% | +45.2% | -25.7% | 0.0% |
| 3Y | +65.1% | +145.5% | -80.4% | +6.6% |
| 5Y | +48.7% | +157.1% | -108.4% | -7.8% |
| 10Y | +213.6% | +153.3% | +60.2% | +84.1% |
| All | +1,144.5% | +4,328.6% | -3,184.1% | +166.1% |
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