+995.4%
TER vs MO
+154.9%
+840.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.5% |
| 7D | +14.4% | +3.3% | +11.0% | +13.9% |
| 30D | -30.6% | +7.5% | -38.1% | -31.4% |
| 3M | -39.2% | +22.8% | -62.0% | -41.3% |
| 6M | -31.3% | +13.4% | -44.6% | -33.6% |
| YTD | +29.1% | +43.0% | -13.9% | +17.2% |
| 1Y | +47.4% | +45.2% | +2.2% | +33.3% |
| 3Y | +191.2% | +145.5% | +45.7% | +114.9% |
| 5Y | +74.0% | +157.1% | -83.1% | +24.5% |
| All | +995.4% | +154.9% | +840.6% | +555.8% |
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