+16,738.5%
MO vs SPGI
+15,046.0%
+1,692.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -0.8% | +1.6% | -2.4% | -1.1% |
| 30D | +6.5% | +16.1% | -9.6% | +3.2% |
| 3M | +18.3% | +15.5% | +2.9% | +14.7% |
| 6M | +15.6% | +19.6% | -4.1% | +10.8% |
| YTD | +38.8% | -3.6% | +42.4% | +38.4% |
| 1Y | +41.6% | +2.2% | +39.4% | +39.3% |
| 3Y | +138.2% | +30.1% | +108.1% | +120.2% |
| 5Y | +150.5% | +14.9% | +135.6% | +134.5% |
| 10Y | +146.1% | +334.0% | -187.9% | +68.4% |
| All | +16,738.5% | +15,046.0% | +1,692.5% | +3,819.4% |
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 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