+14,183.4%
TER vs MO
+15,304.6%
-1,121.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.7% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -8.3% | +0.6% | -8.9% | -8.6% |
| 3M | -12.2% | -1.0% | -11.2% | -13.3% |
| 6M | +17.1% | +4.3% | +12.7% | +13.8% |
| YTD | +84.7% | +23.3% | +61.4% | +71.6% |
| 1Y | +199.9% | +10.5% | +189.5% | +185.0% |
| 3Y | +232.8% | +96.3% | +136.5% | +166.3% |
| 5Y | +198.6% | +98.9% | +99.7% | +135.4% |
| 10Y | +1,669.7% | +103.6% | +1,566.1% | +1,247.7% |
| All | +14,183.4% | +15,304.6% | -1,121.2% | +3,818.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling