+17,245.8%
MO vs SPGI
+15,052.7%
+2,193.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | +3.3% | +1.2% | +2.1% | +3.0% |
| 30D | +7.5% | +15.9% | -8.4% | +4.2% |
| 3M | +22.8% | +12.3% | +10.5% | +19.7% |
| 6M | +13.4% | +23.7% | -10.3% | +8.0% |
| YTD | +43.0% | -3.5% | +46.5% | +42.5% |
| 1Y | +45.2% | +0.4% | +44.8% | +43.4% |
| 3Y | +145.5% | +29.9% | +115.6% | +127.1% |
| 5Y | +157.1% | +15.2% | +141.9% | +140.5% |
| 10Y | +153.3% | +337.2% | -183.9% | +73.1% |
| All | +17,245.8% | +15,052.7% | +2,193.1% | +3,937.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling