+113.1%
MO vs SN
+681.9%
-568.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.4% |
| 7D | -1.8% | +7.6% | -9.4% | -1.7% |
| 30D | +5.8% | +24.1% | -18.3% | +6.0% |
| 3M | +12.7% | +23.7% | -11.0% | +13.0% |
| 6M | +14.8% | +105.5% | -90.8% | +15.9% |
| YTD | +37.8% | +105.1% | -67.3% | +39.3% |
| 1Y | +39.5% | +148.3% | -108.8% | +41.2% |
| 3Y | +136.1% | +438.7% | -302.6% | +122.4% |
| All | +113.1% | +681.9% | -568.8% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling