+14,854.2%
MO vs SO
+5,976.4%
+8,877.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +0.6% | -4.6% | +5.2% | +2.5% |
| 3M | -1.0% | -3.0% | +2.1% | +0.3% |
| 6M | +4.3% | -8.3% | +12.6% | +8.1% |
| YTD | +23.3% | +3.5% | +19.7% | +21.7% |
| 1Y | +10.5% | -0.9% | +11.4% | +10.8% |
| 3Y | +96.3% | +45.4% | +50.9% | +68.5% |
| 5Y | +98.9% | +59.6% | +39.3% | +62.9% |
| 10Y | +103.6% | +156.6% | -53.0% | +34.8% |
| All | +14,854.2% | +5,976.4% | +8,877.8% | +2,597.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling