+134.1%
MO vs SPOT
+260.8%
-126.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | +0.4% | -2.6% | +3.0% | +0.5% |
| 30D | +8.9% | +13.5% | -4.6% | +8.4% |
| 3M | +23.0% | +22.2% | +0.7% | +22.2% |
| 6M | +15.0% | +38.3% | -23.3% | +13.8% |
| YTD | +41.7% | +3.1% | +38.6% | +41.2% |
| 1Y | +43.3% | -7.6% | +50.9% | +43.3% |
| 3Y | +143.2% | +250.0% | -106.9% | +129.2% |
| 5Y | +154.7% | +113.3% | +41.4% | +143.2% |
| All | +134.1% | +260.8% | -126.7% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling