+95.0%
MO vs SITM
+452.7%
-357.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.3% | +0.6% |
| 7D | +0.1% | +3.9% | -3.7% | +0.4% |
| 30D | +7.1% | -6.6% | +13.7% | +6.9% |
| 3M | -2.0% | -11.9% | +9.9% | -1.5% |
| 6M | +7.3% | +81.1% | -73.8% | +10.9% |
| YTD | +23.5% | +80.0% | -56.5% | +27.9% |
| 1Y | +11.0% | +145.8% | -134.8% | +16.7% |
| 3Y | +95.0% | +475.9% | -380.9% | +103.3% |
| All | +95.0% | +452.7% | -357.7% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling