+145.5%
MO vs SNAP
-53.6%
+199.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +1.0% |
| 7D | +3.3% | +6.0% | -2.7% | +3.5% |
| 30D | +7.5% | -13.8% | +21.3% | +7.0% |
| 3M | +22.8% | -0.8% | +23.5% | +22.9% |
| 6M | +13.4% | -6.2% | +19.6% | +13.4% |
| YTD | +43.0% | -34.8% | +77.8% | +42.0% |
| 1Y | +45.2% | -38.7% | +83.9% | +44.0% |
| 3Y | +145.5% | -53.5% | +199.0% | +134.9% |
| All | +145.5% | -53.6% | +199.1% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling