+89.7%
MO vs SMR
-14.3%
+104.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -15.7% | +15.9% | +0.2% |
| 7D | +0.1% | -11.2% | +11.4% | +0.1% |
| 30D | +7.1% | -10.2% | +17.4% | +7.1% |
| 3M | -2.0% | -10.0% | +8.1% | -1.9% |
| 6M | +7.3% | -30.5% | +37.8% | +7.4% |
| YTD | +23.5% | -39.2% | +62.7% | +23.5% |
| 1Y | +11.0% | -75.5% | +86.5% | +11.5% |
| 3Y | +95.0% | +45.4% | +49.6% | +82.1% |
| All | +89.7% | -14.3% | +104.0% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling