+94.4%
MO vs SNAP
-43.9%
+138.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.1% |
| 7D | -2.0% | +1.5% | -3.5% | -2.0% |
| 30D | -0.3% | +1.9% | -2.1% | -0.2% |
| 3M | -2.9% | -3.9% | +0.9% | -2.9% |
| 6M | +5.8% | +5.2% | +0.5% | +6.5% |
| YTD | +22.0% | -32.7% | +54.7% | +21.3% |
| 1Y | +10.7% | -24.8% | +35.5% | +10.4% |
| 3Y | +94.4% | -42.2% | +136.5% | +86.8% |
| All | +94.4% | -43.9% | +138.3% | +86.8% |
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