+91.9%
MO vs SO
+44.4%
+47.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +3.6% | -2.5% | +6.1% | +4.9% |
| 3M | -3.7% | -4.2% | +0.5% | -1.5% |
| 6M | +4.5% | -7.7% | +12.2% | +8.7% |
| YTD | +21.5% | +3.8% | +17.7% | +20.2% |
| 1Y | +9.5% | +0.1% | +9.5% | +9.9% |
| All | +91.9% | +44.4% | +47.5% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling