+110.3%
MO vs SBAC
+83.0%
+27.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.2% | +1.9% |
| 7D | -1.0% | -5.3% | +4.3% | +0.1% |
| 30D | +5.8% | +0.4% | +5.4% | +5.7% |
| 3M | -4.5% | -11.9% | +7.4% | -2.2% |
| 6M | +5.7% | -4.5% | +10.2% | +6.0% |
| YTD | +23.1% | -4.3% | +27.5% | +23.2% |
| 1Y | +10.9% | -3.9% | +14.8% | +10.8% |
| 3Y | +96.1% | -11.0% | +107.1% | +96.8% |
| 5Y | +100.1% | -44.1% | +144.2% | +120.0% |
| All | +110.3% | +83.0% | +27.2% | +69.1% |
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