+141.0%
MO vs SITM
+4,789.7%
-4,648.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.3% | +0.3% |
| 7D | +0.1% | +3.9% | -3.7% | +0.1% |
| 30D | +7.1% | -6.6% | +13.7% | +7.2% |
| 3M | -2.0% | -11.9% | +9.9% | -1.8% |
| 6M | +7.3% | +81.1% | -73.8% | +6.1% |
| YTD | +23.5% | +80.0% | -56.5% | +21.9% |
| 1Y | +11.0% | +145.8% | -134.8% | +8.8% |
| 3Y | +95.0% | +475.9% | -380.9% | +82.5% |
| 5Y | +100.6% | +189.2% | -88.6% | +87.0% |
| All | +141.0% | +4,789.7% | -4,648.7% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling