+228.2%
TER vs MO
+96.7%
+131.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | +12.4% | -2.4% | +14.8% | +11.9% |
| 30D | +5.1% | +3.6% | +1.5% | +5.9% |
| 3M | +4.0% | -3.7% | +7.7% | +3.5% |
| 6M | +29.5% | +4.5% | +25.0% | +28.7% |
| YTD | +98.5% | +21.5% | +77.0% | +97.5% |
| 1Y | +234.1% | +9.5% | +224.6% | +233.0% |
| 3Y | +289.0% | +93.6% | +195.5% | +253.6% |
| 5Y | +228.2% | +97.5% | +130.7% | +216.7% |
| All | +228.2% | +96.7% | +131.5% | +216.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling