+4,352.0%
MO vs SPYG
+559.2%
+3,792.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | +3.6% | -1.7% | +5.3% | +4.1% |
| 3M | -3.7% | +3.6% | -7.4% | -5.2% |
| 6M | +4.5% | +16.6% | -12.1% | -1.2% |
| YTD | +21.5% | +13.4% | +8.1% | +15.8% |
| 1Y | +9.5% | +19.6% | -10.1% | +2.4% |
| 3Y | +93.6% | +99.8% | -6.2% | +49.1% |
| 5Y | +97.5% | +85.0% | +12.5% | +53.4% |
| 10Y | +111.2% | +422.1% | -310.9% | +13.0% |
| All | +4,352.0% | +559.2% | +3,792.8% | +1,627.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling