+97.5%
MO vs SNAP
-92.8%
+190.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.4% |
| 7D | -2.4% | -5.0% | +2.6% | -2.5% |
| 30D | +3.6% | -0.7% | +4.3% | +3.6% |
| 3M | -3.7% | -5.0% | +1.3% | -3.7% |
| 6M | +4.5% | +3.5% | +1.0% | +4.7% |
| YTD | +21.5% | -34.2% | +55.7% | +21.4% |
| 1Y | +9.5% | -27.1% | +36.6% | +9.4% |
| 3Y | +93.6% | -43.5% | +137.0% | +92.7% |
| 5Y | +97.5% | -92.9% | +190.4% | +91.3% |
| All | +97.5% | -92.8% | +190.3% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling