+155.7%
MO vs SPY
+307.0%
-151.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +3.3% | +2.6% | +0.7% | +2.1% |
| 30D | +7.5% | -2.0% | +9.5% | +8.3% |
| 3M | +22.8% | -2.8% | +25.5% | +24.0% |
| 6M | +13.4% | +2.1% | +11.2% | +11.5% |
| YTD | +43.0% | +11.5% | +31.5% | +34.6% |
| 1Y | +45.2% | +13.5% | +31.8% | +35.4% |
| 3Y | +145.5% | +77.7% | +67.8% | +75.2% |
| 5Y | +157.1% | +72.6% | +84.5% | +84.1% |
| All | +155.7% | +307.0% | -151.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling