+95.0%
MO vs SPYG
+98.4%
-3.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.4% |
| 7D | +0.1% | -0.9% | +1.0% | 0.0% |
| 30D | +7.1% | -1.5% | +8.7% | +6.9% |
| 3M | -2.0% | +3.7% | -5.7% | -1.1% |
| 6M | +7.3% | +16.4% | -9.1% | +9.5% |
| YTD | +23.5% | +13.3% | +10.1% | +25.8% |
| 1Y | +11.0% | +17.9% | -6.9% | +13.4% |
| 3Y | +95.0% | +98.3% | -3.3% | +71.6% |
| All | +95.0% | +98.4% | -3.4% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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