+11.0%
MO vs SPOT
-25.0%
+36.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | +0.1% | -3.1% | +3.2% | +0.1% |
| 30D | +7.1% | +7.4% | -0.2% | +7.4% |
| 3M | -2.0% | +8.2% | -10.1% | -1.6% |
| 6M | +7.3% | +2.2% | +5.1% | +7.1% |
| YTD | +23.5% | -9.5% | +32.9% | +21.5% |
| 1Y | +11.0% | -23.8% | +34.8% | +6.6% |
| All | +11.0% | -25.0% | +36.0% | +6.6% |
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 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