+155.7%
MO vs SO
+197.2%
-41.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.4% |
| 7D | +3.3% | +1.4% | +2.0% | +2.7% |
| 30D | +7.5% | +4.7% | +2.8% | +5.4% |
| 3M | +22.8% | +1.7% | +21.1% | +21.8% |
| 6M | +13.4% | +2.2% | +11.2% | +12.4% |
| YTD | +43.0% | +10.0% | +33.0% | +37.5% |
| 1Y | +45.2% | +6.0% | +39.2% | +41.7% |
| 3Y | +145.5% | +54.1% | +91.4% | +104.6% |
| 5Y | +157.1% | +79.6% | +77.4% | +98.4% |
| All | +155.7% | +197.2% | -41.5% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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