+82.0%
SPY vs MO
+99.2%
-17.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -2.0% | -1.0% | -1.0% | -1.9% |
| 30D | -1.7% | +5.8% | -7.4% | -2.2% |
| 3M | +4.7% | -4.5% | +9.3% | +5.0% |
| 6M | +12.5% | +5.7% | +6.8% | +11.0% |
| YTD | +11.7% | +23.1% | -11.4% | +7.4% |
| 1Y | +17.5% | +10.9% | +6.6% | +14.9% |
| 3Y | +76.6% | +96.1% | -19.6% | +50.1% |
| 5Y | +82.0% | +100.1% | -18.0% | +54.7% |
| All | +82.0% | +99.2% | -17.2% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling