+95.0%
MO vs SPXS
-79.6%
+174.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.3% |
| 7D | +0.1% | +2.5% | -2.4% | +0.1% |
| 30D | +7.1% | +4.2% | +2.9% | +7.1% |
| 3M | -2.0% | -9.3% | +7.4% | -1.8% |
| 6M | +7.3% | -30.7% | +38.0% | +7.3% |
| YTD | +23.5% | -28.1% | +51.5% | +23.5% |
| 1Y | +11.0% | -35.1% | +46.1% | +10.9% |
| 3Y | +95.0% | -79.6% | +174.6% | +67.0% |
| All | +95.0% | -79.6% | +174.6% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling