+76.5%
SPY vs MO
+93.0%
-16.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.4% | -2.4% | +2.0% | -0.4% |
| 30D | -1.4% | +3.6% | -5.0% | -1.3% |
| 3M | +3.7% | -3.7% | +7.4% | +3.5% |
| 6M | +13.0% | +4.5% | +8.5% | +12.6% |
| YTD | +12.4% | +21.5% | -9.1% | +11.4% |
| 1Y | +18.5% | +9.5% | +9.0% | +17.9% |
| All | +76.5% | +93.0% | -16.5% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling