+1,057.8%
TER vs MO
+152.5%
+905.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.9% |
| 7D | +24.0% | +0.4% | +23.5% | +23.9% |
| 30D | -30.6% | +8.9% | -39.5% | -31.6% |
| 3M | -34.5% | +23.0% | -57.5% | -36.8% |
| 6M | -26.4% | +15.0% | -41.3% | -29.2% |
| YTD | +36.4% | +41.7% | -5.3% | +24.1% |
| 1Y | +47.4% | +43.3% | +4.1% | +33.6% |
| 3Y | +202.6% | +143.2% | +59.4% | +123.6% |
| 5Y | +83.9% | +154.7% | -70.8% | +31.7% |
| All | +1,057.8% | +152.5% | +905.2% | +594.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling