+76.5%
MO vs SNAP
-77.2%
+153.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.8% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | +0.6% | +2.6% | -2.0% | +0.6% |
| 3M | -1.0% | -9.9% | +8.9% | -0.9% |
| 6M | +4.3% | +1.9% | +2.5% | +4.2% |
| YTD | +23.3% | -32.2% | +55.5% | +23.7% |
| 1Y | +10.5% | -22.8% | +33.3% | +10.6% |
| 3Y | +96.3% | -47.6% | +143.9% | +95.6% |
| 5Y | +98.9% | -92.7% | +191.6% | +105.3% |
| All | +76.5% | -77.2% | +153.7% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling