+110.9%
MO vs SYY
+116.5%
-5.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +0.1% | +3.9% | -3.8% | -1.0% |
| 30D | +7.1% | -1.7% | +8.9% | +7.7% |
| 3M | -2.0% | +5.2% | -7.1% | -3.4% |
| 6M | +7.3% | -0.2% | +7.5% | +6.7% |
| YTD | +23.5% | +15.4% | +8.1% | +17.4% |
| 1Y | +11.0% | +5.6% | +5.4% | +8.2% |
| 3Y | +95.0% | +28.9% | +66.1% | +77.9% |
| 5Y | +100.6% | +24.1% | +76.6% | +82.7% |
| All | +110.9% | +116.5% | -5.6% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling