+43.2%
TER vs MO
+45.9%
-2.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.4% | -8.2% | -5.6% |
| 7D | -19.9% | +6.9% | -26.8% | -14.6% |
| 30D | -43.5% | +14.9% | -58.5% | -35.7% |
| 3M | -37.8% | +16.4% | -54.2% | -27.6% |
| 6M | -25.6% | +9.6% | -35.1% | -15.7% |
| YTD | +29.8% | +41.8% | -12.0% | +57.2% |
| 1Y | +43.2% | +45.3% | -2.2% | +77.4% |
| All | +43.2% | +45.9% | -2.7% | +77.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling