+110.9%
MO vs SCHG
+459.0%
-348.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +0.1% | -1.0% | +1.2% | +0.4% |
| 30D | +7.1% | -1.3% | +8.4% | +7.4% |
| 3M | -2.0% | +5.4% | -7.4% | -3.4% |
| 6M | +7.3% | +14.4% | -7.1% | +3.2% |
| YTD | +23.5% | +8.0% | +15.4% | +20.5% |
| 1Y | +11.0% | +12.7% | -1.7% | +6.8% |
| 3Y | +95.0% | +85.6% | +9.4% | +55.8% |
| 5Y | +100.6% | +85.5% | +15.1% | +57.5% |
| All | +110.9% | +459.0% | -348.1% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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