+7,699.2%
MO vs SPY
+3,091.8%
+4,607.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +0.6% | +0.1% | +0.6% | +0.6% |
| 3M | -1.0% | +2.0% | -3.0% | -2.4% |
| 6M | +4.3% | +13.0% | -8.7% | -2.7% |
| YTD | +23.3% | +13.5% | +9.7% | +14.5% |
| 1Y | +10.5% | +20.0% | -9.5% | -0.5% |
| 3Y | +96.3% | +77.2% | +19.1% | +40.5% |
| 5Y | +98.9% | +81.9% | +17.0% | +37.9% |
| 10Y | +103.6% | +314.1% | -210.5% | -10.9% |
| All | +7,699.2% | +3,091.8% | +4,607.4% | +519.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling