+11,640.2%
MO vs SPG
+5,922.7%
+5,717.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +3.3% | +2.0% | +1.3% | +2.9% |
| 30D | +7.5% | +17.2% | -9.7% | +4.6% |
| 3M | +22.8% | +6.3% | +16.4% | +21.4% |
| 6M | +13.4% | +18.7% | -5.3% | +10.0% |
| YTD | +43.0% | +30.1% | +12.9% | +36.3% |
| 1Y | +45.2% | +32.8% | +12.5% | +38.0% |
| 3Y | +145.5% | +133.6% | +12.0% | +109.0% |
| 5Y | +157.1% | +84.4% | +72.7% | +125.2% |
| 10Y | +153.3% | +114.3% | +39.0% | +102.0% |
| All | +11,640.2% | +5,922.7% | +5,717.5% | +5,010.2% |
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