+14,854.2%
MO vs SPGI
+14,090.3%
+763.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +0.6% | +8.4% | -7.8% | -1.1% |
| 3M | -1.0% | +11.8% | -12.8% | -3.5% |
| 6M | +4.3% | +5.7% | -1.4% | +2.6% |
| YTD | +23.3% | -9.7% | +33.0% | +24.7% |
| 1Y | +10.5% | -12.5% | +22.9% | +12.3% |
| 3Y | +96.3% | +21.8% | +74.4% | +83.9% |
| 5Y | +98.9% | +8.2% | +90.7% | +88.4% |
| 10Y | +103.6% | +309.5% | -205.9% | +41.1% |
| All | +14,854.2% | +14,090.3% | +763.9% | +3,431.0% |
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