+91.9%
MO vs SPG
+106.5%
-14.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | -2.4% | -1.7% | -0.7% | -2.2% |
| 30D | +3.6% | -6.3% | +9.9% | +4.5% |
| 3M | -3.7% | -2.4% | -1.3% | -3.1% |
| 6M | +4.5% | +9.6% | -5.1% | +4.0% |
| YTD | +21.5% | +14.2% | +7.3% | +20.4% |
| 1Y | +9.5% | +19.3% | -9.8% | +8.0% |
| All | +91.9% | +106.5% | -14.6% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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