+10.9%
MO vs SM
+51.5%
-40.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | -1.0% | +2.1% | -3.1% | -1.1% |
| 30D | +5.8% | +18.1% | -12.4% | +5.2% |
| 3M | -4.5% | +17.0% | -21.5% | -5.1% |
| 6M | +5.7% | +55.4% | -49.7% | +4.0% |
| YTD | +23.1% | +108.6% | -85.4% | +18.6% |
| 1Y | +10.9% | +45.7% | -34.8% | +4.9% |
| All | +10.9% | +51.5% | -40.6% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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