+2,641.7%
MO vs SNY
+241.9%
+2,399.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | -3.3% | +3.5% | +1.0% |
| 30D | +7.1% | -2.2% | +9.3% | +7.7% |
| 3M | -2.0% | -3.0% | +1.1% | -1.2% |
| 6M | +7.3% | +2.7% | +4.6% | +6.4% |
| YTD | +23.5% | -6.8% | +30.3% | +25.3% |
| 1Y | +11.0% | -5.3% | +16.3% | +11.9% |
| 3Y | +95.0% | -9.8% | +104.8% | +94.7% |
| 5Y | +100.6% | +9.7% | +91.0% | +87.0% |
| 10Y | +114.5% | +64.5% | +50.0% | +76.9% |
| All | +2,641.7% | +241.9% | +2,399.7% | +1,661.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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