+153.1%
MO vs STLA
-72.6%
+225.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +1.5% |
| 7D | -0.8% | -11.6% | +10.8% | -0.4% |
| 30D | +8.0% | -6.2% | +14.2% | +8.2% |
| 3M | +20.9% | -24.6% | +45.5% | +22.0% |
| 6M | +16.3% | -44.9% | +61.2% | +18.8% |
| YTD | +40.7% | -62.3% | +103.0% | +46.6% |
| 1Y | +41.5% | -61.8% | +103.3% | +47.1% |
| 3Y | +141.5% | -75.3% | +216.9% | +160.1% |
| 5Y | +153.1% | -72.5% | +225.6% | +167.6% |
| All | +153.1% | -72.6% | +225.6% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling