+3,754.3%
MO vs SRE
+1,553.2%
+2,201.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | -2.0% | +1.4% | -3.4% | -2.4% |
| 30D | -0.3% | +1.9% | -2.2% | -0.9% |
| 3M | -2.9% | -3.3% | +0.3% | -2.1% |
| 6M | +5.8% | -6.4% | +12.2% | +7.7% |
| YTD | +22.0% | -1.8% | +23.8% | +22.4% |
| 1Y | +10.7% | +10.7% | -0.1% | +6.9% |
| 3Y | +94.4% | +31.8% | +62.6% | +74.1% |
| 5Y | +97.2% | +49.2% | +48.0% | +68.6% |
| 10Y | +103.0% | +118.5% | -15.6% | +51.0% |
| All | +3,754.3% | +1,553.2% | +2,201.1% | +1,597.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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