+45.3%
MO vs SPOT
+0.4%
+44.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | +1.2% |
| 7D | +6.9% | +16.6% | -9.7% | +6.2% |
| 30D | +14.9% | +29.9% | -15.0% | +14.1% |
| 3M | +16.4% | +31.3% | -14.8% | +16.0% |
| 6M | +9.6% | +43.2% | -33.6% | +9.9% |
| YTD | +41.8% | +8.1% | +33.8% | +40.6% |
| 1Y | +45.3% | -0.3% | +45.6% | +45.9% |
| All | +45.3% | +0.4% | +44.9% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 1y: compounded portfolio wealth divided by compounded SPOT 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…
1y analysis · Full analysis span regression · 6 months rolling