+11.0%
MO vs SN
+38.1%
-27.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +0.1% | -7.3% | +7.4% | +0.1% |
| 30D | +7.1% | -13.6% | +20.8% | +7.0% |
| 3M | -2.0% | +18.6% | -20.6% | -2.2% |
| 6M | +7.3% | +46.0% | -38.7% | +7.0% |
| YTD | +23.5% | +43.7% | -20.2% | +22.8% |
| 1Y | +11.0% | +39.2% | -28.2% | +5.4% |
| All | +11.0% | +38.1% | -27.1% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling