+94.5%
MO vs SPYM
+75.9%
+18.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | -1.0% | -2.0% | +1.0% | -1.1% |
| 30D | +5.8% | -1.6% | +7.4% | +5.7% |
| 3M | -4.5% | +4.7% | -9.3% | -4.4% |
| 6M | +5.7% | +12.6% | -6.8% | +5.7% |
| YTD | +23.1% | +11.8% | +11.3% | +23.1% |
| 1Y | +10.9% | +17.5% | -6.6% | +10.5% |
| All | +94.5% | +75.9% | +18.5% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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