+136.2%
MO vs SPOT
+269.3%
-133.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.8% |
| 7D | +3.3% | +1.6% | +1.7% | +3.3% |
| 30D | +7.5% | +16.9% | -9.4% | +7.0% |
| 3M | +22.8% | +23.0% | -0.2% | +21.9% |
| 6M | +13.4% | +42.2% | -28.8% | +12.1% |
| YTD | +43.0% | +5.5% | +37.5% | +42.4% |
| 1Y | +45.2% | -5.1% | +50.3% | +45.1% |
| 3Y | +145.5% | +257.9% | -112.4% | +131.3% |
| 5Y | +157.1% | +118.4% | +38.7% | +145.3% |
| All | +136.2% | +269.3% | -133.0% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling