+45.2%
MO vs SE
-47.8%
+93.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +1.0% |
| 7D | +3.3% | -0.5% | +3.8% | +3.3% |
| 30D | +7.5% | -20.9% | +28.5% | +5.8% |
| 3M | +22.8% | -38.9% | +61.7% | +18.6% |
| 6M | +13.4% | -19.4% | +32.8% | +12.6% |
| YTD | +43.0% | -40.9% | +83.9% | +38.4% |
| 1Y | +45.2% | -46.2% | +91.4% | +40.8% |
| All | +45.2% | -47.8% | +93.0% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling