+110.9%
MO vs SAP
+176.2%
-65.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | -4.1% | +4.2% | +0.8% |
| 30D | +7.1% | +1.1% | +6.1% | +6.9% |
| 3M | -2.0% | +26.1% | -28.1% | -5.5% |
| 6M | +7.3% | +9.8% | -2.5% | +5.1% |
| YTD | +23.5% | -13.6% | +37.0% | +25.4% |
| 1Y | +11.0% | -18.7% | +29.7% | +13.7% |
| 3Y | +95.0% | +54.1% | +40.9% | +72.3% |
| 5Y | +100.6% | +54.7% | +45.9% | +75.2% |
| All | +110.9% | +176.2% | -65.3% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling