+307.8%
SPY vs MO
+154.9%
+153.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +2.6% | +3.3% | -0.7% | +1.7% |
| 30D | -2.0% | +7.5% | -9.5% | -3.9% |
| 3M | -2.8% | +22.8% | -25.5% | -8.1% |
| 6M | +2.1% | +13.4% | -11.2% | -2.0% |
| YTD | +11.5% | +43.0% | -31.5% | -0.8% |
| 1Y | +13.5% | +45.2% | -31.8% | +0.4% |
| 3Y | +77.7% | +145.5% | -67.8% | +28.8% |
| 5Y | +72.6% | +157.1% | -84.5% | +21.0% |
| All | +307.8% | +154.9% | +153.0% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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