+97.5%
MO vs SM
+119.2%
-21.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +3.6% | +20.3% | -16.7% | +2.5% |
| 3M | -3.7% | +22.9% | -26.6% | -5.0% |
| 6M | +4.5% | +47.8% | -43.3% | +1.8% |
| YTD | +21.5% | +107.5% | -86.0% | +15.9% |
| 1Y | +9.5% | +51.7% | -42.2% | +6.1% |
| 3Y | +93.6% | -0.9% | +94.4% | +90.3% |
| 5Y | +97.5% | +112.2% | -14.7% | +73.5% |
| All | +97.5% | +119.2% | -21.7% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling