+110.3%
MO vs STLA
+51.6%
+58.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -1.0% | -3.8% | +2.8% | -0.6% |
| 30D | +5.8% | -3.1% | +8.9% | +6.1% |
| 3M | -4.5% | -19.6% | +15.1% | -2.3% |
| 6M | +5.7% | -23.5% | +29.2% | +8.2% |
| YTD | +23.1% | -51.5% | +74.6% | +33.1% |
| 1Y | +10.9% | -39.7% | +50.6% | +15.5% |
| 3Y | +96.1% | -66.3% | +162.5% | +118.2% |
| 5Y | +100.1% | -63.1% | +163.2% | +114.1% |
| All | +110.3% | +51.6% | +58.7% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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