+10,021.5%
MO vs SPG
+5,256.9%
+4,764.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +0.3% | -2.4% | +2.7% | +0.8% |
| 30D | +0.6% | -6.8% | +7.5% | +1.9% |
| 3M | -1.0% | +2.7% | -3.7% | -1.4% |
| 6M | +4.3% | +5.5% | -1.1% | +3.3% |
| YTD | +23.3% | +15.7% | +7.6% | +20.0% |
| 1Y | +10.5% | +20.9% | -10.4% | +6.7% |
| 3Y | +96.3% | +112.4% | -16.1% | +69.8% |
| 5Y | +98.9% | +101.4% | -2.5% | +71.4% |
| 10Y | +103.6% | +60.6% | +43.0% | +70.3% |
| All | +10,021.5% | +5,256.9% | +4,764.6% | +4,398.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling