+110.9%
MO vs SGI
+270.1%
-159.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +0.1% | -4.5% | +4.6% | +0.5% |
| 30D | +7.1% | +4.2% | +3.0% | +6.7% |
| 3M | -2.0% | -7.4% | +5.5% | -1.4% |
| 6M | +7.3% | -15.1% | +22.4% | +8.3% |
| YTD | +23.5% | -24.7% | +48.1% | +25.8% |
| 1Y | +11.0% | -21.8% | +32.8% | +12.6% |
| 3Y | +95.0% | +50.0% | +45.0% | +83.2% |
| 5Y | +100.6% | +48.9% | +51.7% | +85.1% |
| All | +110.9% | +270.1% | -159.2% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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