+94.4%
MO vs SPGI
+17.8%
+76.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.8% |
| 7D | -2.0% | -2.5% | +0.5% | -1.9% |
| 30D | -0.3% | +5.4% | -5.7% | -0.6% |
| 3M | -2.9% | +9.0% | -12.0% | -3.3% |
| 6M | +5.8% | +0.8% | +5.0% | +5.8% |
| YTD | +22.0% | -12.6% | +34.6% | +23.5% |
| 1Y | +10.7% | -16.1% | +26.8% | +13.1% |
| 3Y | +94.4% | +19.0% | +75.4% | +79.4% |
| All | +94.4% | +17.8% | +76.5% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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