+110.9%
MO vs SO
+159.0%
-48.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.6% |
| 7D | +0.1% | -1.1% | +1.2% | +0.6% |
| 30D | +7.1% | -5.0% | +12.1% | +9.5% |
| 3M | -2.0% | -5.8% | +3.8% | +0.6% |
| 6M | +7.3% | -7.9% | +15.2% | +11.3% |
| YTD | +23.5% | +2.4% | +21.0% | +22.4% |
| 1Y | +11.0% | -2.3% | +13.3% | +12.1% |
| 3Y | +95.0% | +41.9% | +53.1% | +67.9% |
| 5Y | +100.6% | +58.1% | +42.6% | +63.3% |
| All | +110.9% | +159.0% | -48.1% | +39.8% |
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