+7,545.7%
MO vs SM
+1,608.3%
+5,937.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +0.6% | +26.3% | -25.7% | -0.9% |
| 3M | -1.0% | +8.7% | -9.7% | -1.7% |
| 6M | +4.3% | +51.7% | -47.3% | +1.3% |
| YTD | +23.3% | +99.0% | -75.8% | +17.5% |
| 1Y | +10.5% | +34.6% | -24.1% | +7.6% |
| 3Y | +96.3% | -7.8% | +104.0% | +93.0% |
| 5Y | +98.9% | +104.8% | -5.9% | +82.8% |
| 10Y | +103.6% | +7.2% | +96.4% | +68.6% |
| All | +7,545.7% | +1,608.3% | +5,937.4% | +4,907.9% |
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 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