+97.5%
MO vs STLA
-63.2%
+160.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.3% |
| 7D | -2.4% | +0.4% | -2.8% | -2.4% |
| 30D | +3.6% | -5.2% | +8.8% | +3.8% |
| 3M | -3.7% | -24.9% | +21.1% | -2.6% |
| 6M | +4.5% | -25.2% | +29.7% | +5.4% |
| YTD | +21.5% | -51.4% | +72.9% | +25.8% |
| 1Y | +9.5% | -40.7% | +50.2% | +11.5% |
| 3Y | +93.6% | -66.3% | +159.8% | +105.5% |
| 5Y | +97.5% | -63.2% | +160.7% | +105.7% |
| All | +97.5% | -63.2% | +160.7% | +105.7% |
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