+97.5%
MO vs SE
-66.7%
+164.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.4% |
| 7D | -2.4% | -3.6% | +1.2% | -2.4% |
| 30D | +3.6% | -5.3% | +8.9% | +3.6% |
| 3M | -3.7% | +28.1% | -31.8% | -3.8% |
| 6M | +4.5% | +20.7% | -16.2% | +4.4% |
| YTD | +21.5% | -14.8% | +36.3% | +21.7% |
| 1Y | +9.5% | -43.6% | +53.1% | +10.2% |
| 3Y | +93.6% | +184.2% | -90.6% | +88.5% |
| 5Y | +97.5% | -66.3% | +163.8% | +76.3% |
| All | +97.5% | -66.7% | +164.2% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling