+100.1%
MO vs SPXU
-85.5%
+185.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.4% |
| 7D | -1.0% | +6.4% | -7.4% | -0.7% |
| 30D | +5.8% | +5.9% | -0.2% | +6.1% |
| 3M | -4.5% | -11.7% | +7.1% | -5.2% |
| 6M | +5.7% | -28.7% | +34.4% | +3.6% |
| YTD | +23.1% | -26.4% | +49.5% | +21.0% |
| 1Y | +10.9% | -35.2% | +46.1% | +8.1% |
| 3Y | +96.1% | -79.8% | +175.9% | +72.9% |
| 5Y | +100.1% | -86.1% | +186.1% | +69.0% |
| All | +100.1% | -85.5% | +185.6% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling