+155.7%
MO vs SBAC
+114.8%
+40.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +3.3% | +0.6% | +2.7% | +3.2% |
| 30D | +7.5% | +5.5% | +2.1% | +6.3% |
| 3M | +22.8% | +3.1% | +19.7% | +21.8% |
| 6M | +13.4% | -7.0% | +20.4% | +14.5% |
| YTD | +43.0% | +0.5% | +42.5% | +41.4% |
| 1Y | +45.2% | +0.2% | +45.0% | +43.7% |
| 3Y | +145.5% | -7.4% | +152.9% | +144.5% |
| 5Y | +157.1% | -39.7% | +196.8% | +177.2% |
| All | +155.7% | +114.8% | +40.9% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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