+10.6%
TMO vs MO
+99.8%
-89.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -0.6% | +0.1% | -0.8% | -0.7% |
| 30D | +1.1% | +7.1% | -6.0% | +0.5% |
| 3M | +28.3% | -2.0% | +30.3% | +28.4% |
| 6M | +23.3% | +7.3% | +16.0% | +22.1% |
| YTD | +5.5% | +23.5% | -18.0% | +2.4% |
| 1Y | +24.5% | +11.0% | +13.5% | +22.7% |
| 3Y | +19.6% | +95.0% | -75.4% | +5.6% |
| All | +10.6% | +99.8% | -89.2% | -1.4% |
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