+102.7%
MO vs SITM
+187.3%
-84.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.3% | +0.4% |
| 7D | +0.1% | +3.9% | -3.7% | +0.3% |
| 30D | +7.1% | -6.6% | +13.7% | +7.0% |
| 3M | -2.0% | -11.9% | +9.9% | -1.7% |
| 6M | +7.3% | +81.1% | -73.8% | +9.1% |
| YTD | +23.5% | +80.0% | -56.5% | +25.6% |
| 1Y | +11.0% | +145.8% | -134.8% | +13.6% |
| 3Y | +95.0% | +475.9% | -380.9% | +99.7% |
| All | +102.7% | +187.3% | -84.6% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling