+137.2%
MO vs SITM
+4,437.5%
-4,300.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | -2.4% | +3.7% | -6.1% | -2.4% |
| 30D | +3.6% | -14.5% | +18.1% | +3.7% |
| 3M | -3.7% | -10.6% | +6.9% | -3.6% |
| 6M | +4.5% | +65.5% | -61.0% | +3.3% |
| YTD | +21.5% | +67.0% | -45.5% | +20.0% |
| 1Y | +9.5% | +138.6% | -129.1% | +7.2% |
| 3Y | +93.6% | +421.8% | -328.3% | +81.4% |
| 5Y | +97.5% | +172.4% | -74.9% | +83.9% |
| All | +137.2% | +4,437.5% | -4,300.3% | +65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling