+229.2%
TER vs MO
+11.1%
+218.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.8% |
| 7D | +6.4% | +0.1% | +6.2% | +6.6% |
| 30D | -5.7% | +7.1% | -12.8% | +0.4% |
| 3M | -0.4% | -2.0% | +1.6% | -0.1% |
| 6M | +25.8% | +7.3% | +18.5% | +31.6% |
| YTD | +96.4% | +23.5% | +73.0% | +133.0% |
| 1Y | +229.2% | +11.0% | +218.2% | +234.0% |
| All | +229.2% | +11.1% | +218.1% | +234.0% |
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 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