+10.5%
MO vs SITM
+174.8%
-164.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.5% | -7.4% | -0.3% |
| 7D | +0.3% | +9.7% | -9.4% | +1.2% |
| 30D | +0.6% | +12.7% | -12.1% | +2.1% |
| 3M | -1.0% | -13.4% | +12.4% | -0.1% |
| 6M | +4.3% | +59.6% | -55.3% | +8.4% |
| YTD | +23.3% | +73.3% | -50.0% | +29.0% |
| 1Y | +10.5% | +165.5% | -155.1% | +20.2% |
| All | +10.5% | +174.8% | -164.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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