+102.9%
MO vs SNAP
-78.3%
+181.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.7% |
| 7D | +0.4% | +2.6% | -2.1% | +0.4% |
| 30D | +8.9% | -19.6% | +28.5% | +9.1% |
| 3M | +23.0% | +0.4% | +22.6% | +22.9% |
| 6M | +15.0% | -5.9% | +20.9% | +14.9% |
| YTD | +41.7% | -35.3% | +77.0% | +42.2% |
| 1Y | +43.3% | -42.6% | +85.9% | +44.1% |
| 3Y | +143.2% | -53.9% | +197.1% | +143.0% |
| 5Y | +154.7% | -90.3% | +245.0% | +160.1% |
| All | +102.9% | -78.3% | +181.1% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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