+831.6%
MO vs STLA
+263.8%
+567.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +0.3% | +2.6% | -2.2% | +0.1% |
| 30D | +0.6% | -1.2% | +1.9% | +0.7% |
| 3M | -1.0% | -24.8% | +23.8% | +1.1% |
| 6M | +4.3% | -25.6% | +29.9% | +6.4% |
| YTD | +23.3% | -48.9% | +72.2% | +29.4% |
| 1Y | +10.5% | -38.8% | +49.2% | +13.6% |
| 3Y | +96.3% | -64.5% | +160.8% | +109.6% |
| 5Y | +98.9% | -62.4% | +161.3% | +108.4% |
| 10Y | +103.6% | +55.4% | +48.2% | +90.6% |
| All | +831.6% | +263.8% | +567.8% | +751.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling