+1,622.6%
T vs MO
+17,768.2%
-16,145.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +2.5% | +3.3% | -0.8% | +1.6% |
| 30D | -3.8% | +7.5% | -11.3% | -5.7% |
| 3M | -8.7% | +22.8% | -31.5% | -14.0% |
| 6M | -8.1% | +13.4% | -21.5% | -11.6% |
| YTD | -6.4% | +43.0% | -49.4% | -16.2% |
| 1Y | -9.8% | +45.2% | -55.0% | -19.5% |
| 3Y | +65.5% | +145.5% | -80.1% | +26.4% |
| 5Y | +57.0% | +157.1% | -100.1% | +17.4% |
| 10Y | +60.8% | +153.3% | -92.5% | +17.8% |
| All | +1,622.6% | +17,768.2% | -16,145.6% | +320.5% |
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