+10.9%
MO vs STLA
-40.1%
+51.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -1.0% | -3.8% | +2.8% | -1.2% |
| 30D | +5.8% | -3.1% | +8.9% | +5.6% |
| 3M | -4.5% | -19.6% | +15.1% | -5.6% |
| 6M | +5.7% | -23.5% | +29.2% | +3.9% |
| YTD | +23.1% | -51.5% | +74.6% | +21.8% |
| 1Y | +10.9% | -39.7% | +50.6% | +12.6% |
| All | +10.9% | -40.1% | +51.0% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling