+138.2%
MO vs SO
+51.8%
+86.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.8% | -0.1% | -0.7% | -0.7% |
| 30D | +6.5% | +8.7% | -2.2% | +2.0% |
| 3M | +18.3% | +3.4% | +15.0% | +16.2% |
| 6M | +15.6% | +3.7% | +11.9% | +13.6% |
| YTD | +38.8% | +10.0% | +28.8% | +33.0% |
| 1Y | +41.6% | +6.6% | +35.0% | +37.6% |
| 3Y | +138.2% | +52.5% | +85.7% | +106.3% |
| All | +138.2% | +51.8% | +86.4% | +106.3% |
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