+103.4%
MO vs SPOT
+214.5%
-111.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.3% |
| 7D | -1.0% | -6.9% | +5.8% | -0.8% |
| 30D | +5.8% | +4.1% | +1.6% | +5.7% |
| 3M | -4.5% | +3.7% | -8.2% | -4.7% |
| 6M | +5.7% | -1.6% | +7.3% | +5.6% |
| YTD | +23.1% | -10.2% | +33.3% | +23.3% |
| 1Y | +10.9% | -25.9% | +36.8% | +11.7% |
| 3Y | +96.1% | +235.6% | -139.4% | +84.9% |
| 5Y | +100.1% | +110.6% | -10.5% | +90.4% |
| All | +103.4% | +214.5% | -111.1% | +69.3% |
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