+103.7%
MO vs SPOT
+227.0%
-123.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.8% |
| 7D | +0.3% | -0.9% | +1.3% | +0.4% |
| 30D | +0.6% | +12.5% | -11.8% | +0.3% |
| 3M | -1.0% | +9.9% | -10.9% | -1.3% |
| 6M | +4.3% | +1.6% | +2.8% | +4.2% |
| YTD | +23.3% | -6.6% | +29.9% | +23.3% |
| 1Y | +10.5% | -22.9% | +33.4% | +11.1% |
| 3Y | +96.3% | +244.3% | -148.0% | +84.9% |
| 5Y | +98.9% | +117.8% | -18.9% | +89.1% |
| All | +103.7% | +227.0% | -123.3% | +69.4% |
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