+110.9%
MO vs SFM
+271.4%
-160.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +0.1% | -10.6% | +10.8% | +1.6% |
| 30D | +7.1% | -15.5% | +22.6% | +9.4% |
| 3M | -2.0% | -17.4% | +15.5% | +0.1% |
| 6M | +7.3% | -3.4% | +10.7% | +7.0% |
| YTD | +23.5% | -8.7% | +32.1% | +23.8% |
| 1Y | +11.0% | -47.2% | +58.2% | +18.7% |
| 3Y | +95.0% | +82.7% | +12.3% | +73.5% |
| 5Y | +100.6% | +214.3% | -113.7% | +62.1% |
| All | +110.9% | +271.4% | -160.5% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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