+1,077.7%
MO vs SPXU
-100.0%
+1,177.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -0.8% |
| 7D | -2.0% | -1.5% | -0.5% | -2.2% |
| 30D | -0.3% | +3.7% | -4.0% | +0.4% |
| 3M | -2.9% | -9.6% | +6.6% | -4.5% |
| 6M | +5.8% | -32.4% | +38.1% | -0.7% |
| YTD | +22.0% | -28.7% | +50.7% | +15.7% |
| 1Y | +10.7% | -38.2% | +48.9% | +2.6% |
| 3Y | +94.4% | -80.4% | +174.8% | +51.2% |
| 5Y | +97.2% | -86.0% | +183.2% | +54.1% |
| 10Y | +103.0% | -99.5% | +202.5% | -1.6% |
| All | +1,077.7% | -100.0% | +1,177.7% | +228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling