+100.2%
MO vs SE
+589.8%
-489.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +0.3% | -6.1% | +6.4% | +0.5% |
| 30D | +0.6% | -2.5% | +3.1% | +0.7% |
| 3M | -1.0% | +21.7% | -22.7% | -1.7% |
| 6M | +4.3% | +27.0% | -22.7% | +3.3% |
| YTD | +23.3% | -12.1% | +35.4% | +23.5% |
| 1Y | +10.5% | -40.9% | +51.4% | +12.2% |
| 3Y | +96.3% | +191.0% | -94.7% | +83.7% |
| 5Y | +98.9% | -68.3% | +167.2% | +104.1% |
| All | +100.2% | +589.8% | -489.6% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling