+1,267.3%
MO vs SPYM
+820.0%
+447.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | +3.6% | -1.4% | +5.0% | +4.2% |
| 3M | -3.7% | +3.7% | -7.4% | -5.6% |
| 6M | +4.5% | +13.0% | -8.5% | -1.7% |
| YTD | +21.5% | +12.5% | +9.0% | +14.4% |
| 1Y | +9.5% | +18.6% | -9.1% | +0.4% |
| 3Y | +93.6% | +78.0% | +15.5% | +43.3% |
| 5Y | +97.5% | +82.3% | +15.2% | +42.4% |
| 10Y | +111.2% | +322.9% | -211.7% | +0.5% |
| All | +1,267.3% | +820.0% | +447.3% | +382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling