+77.7%
SPY vs MO
+145.0%
-67.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.3% |
| 7D | +2.6% | +3.3% | -0.7% | +2.8% |
| 30D | -2.0% | +7.5% | -9.5% | -1.5% |
| 3M | -2.8% | +22.8% | -25.5% | -1.7% |
| 6M | +2.1% | +13.4% | -11.2% | +2.9% |
| YTD | +11.5% | +43.0% | -31.5% | +12.2% |
| 1Y | +13.5% | +45.2% | -31.8% | +14.1% |
| 3Y | +77.7% | +145.5% | -67.8% | +67.0% |
| All | +77.7% | +145.0% | -67.3% | +67.0% |
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