+8,768.5%
MO vs SM
+1,434.4%
+7,334.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.3% | +9.4% | -6.1% | +2.7% |
| 30D | +7.5% | -14.4% | +21.9% | +8.4% |
| 3M | +22.8% | +1.6% | +21.2% | +22.3% |
| 6M | +13.4% | +6.3% | +7.0% | +12.3% |
| YTD | +43.0% | +78.8% | -35.8% | +36.9% |
| 1Y | +45.2% | +83.1% | -37.9% | +38.8% |
| 3Y | +145.5% | -5.9% | +151.4% | +140.7% |
| 5Y | +157.1% | +4.8% | +152.2% | +146.2% |
| 10Y | +153.3% | +17.5% | +135.8% | +108.4% |
| All | +8,768.5% | +1,434.4% | +7,334.1% | +5,733.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling