+25.4%
TMO vs MO
+45.9%
-20.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.2% |
| 7D | +0.3% | +6.9% | -6.6% | +0.9% |
| 30D | +4.3% | +14.9% | -10.6% | +5.6% |
| 3M | +25.1% | +16.4% | +8.7% | +26.8% |
| 6M | +52.9% | +9.6% | +43.3% | +54.3% |
| YTD | +22.2% | +41.8% | -19.6% | +28.5% |
| 1Y | +25.4% | +45.3% | -20.0% | +29.7% |
| All | +25.4% | +45.9% | -20.5% | +29.7% |
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 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