+141.6%
MO vs SM
-8.5%
+150.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.2% | +1.3% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +8.0% | -17.3% | +25.3% | +8.2% |
| 3M | +20.9% | -3.6% | +24.5% | +20.9% |
| 6M | +16.3% | +2.9% | +13.4% | +16.2% |
| YTD | +40.7% | +70.2% | -29.5% | +40.0% |
| 1Y | +41.5% | +66.5% | -25.0% | +40.8% |
| All | +141.6% | -8.5% | +150.2% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling