+94.4%
MO vs SM
-2.8%
+97.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.7% | -1.1% |
| 7D | -2.0% | -0.2% | -1.9% | -2.0% |
| 30D | -0.3% | +31.5% | -31.8% | -0.8% |
| 3M | -2.9% | +17.3% | -20.3% | -3.3% |
| 6M | +5.8% | +48.5% | -42.7% | +5.1% |
| YTD | +22.0% | +106.3% | -84.3% | +20.5% |
| 1Y | +10.7% | +47.3% | -36.6% | +9.4% |
| 3Y | +94.4% | -1.4% | +95.8% | +89.6% |
| All | +94.4% | -2.8% | +97.1% | +89.6% |
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