+87.5%
MO vs SMR
+11.2%
+76.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +15.3% | -16.3% | -0.9% |
| 7D | -2.0% | +21.4% | -23.4% | -1.9% |
| 30D | -0.3% | +13.8% | -14.1% | -0.1% |
| 3M | -2.9% | +3.9% | -6.8% | -2.7% |
| 6M | +5.8% | -4.2% | +10.0% | +6.0% |
| YTD | +22.0% | -21.1% | +43.1% | +22.3% |
| 1Y | +10.7% | -67.1% | +77.7% | +11.4% |
| 3Y | +94.4% | +88.9% | +5.5% | +81.8% |
| All | +87.5% | +11.2% | +76.2% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling