+970.7%
MO vs STLA
+152.6%
+818.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.1% | +6.8% | +1.2% |
| 7D | +0.4% | -13.1% | +13.5% | +1.5% |
| 30D | +8.9% | -13.3% | +22.1% | +10.0% |
| 3M | +23.0% | -27.9% | +50.8% | +25.8% |
| 6M | +15.0% | -47.8% | +62.8% | +20.6% |
| YTD | +41.7% | -64.6% | +106.2% | +52.8% |
| 1Y | +43.3% | -64.0% | +107.3% | +54.1% |
| 3Y | +143.2% | -76.8% | +220.0% | +168.7% |
| 5Y | +154.7% | -74.2% | +228.9% | +174.6% |
| 10Y | +151.0% | -5.4% | +156.4% | +142.6% |
| All | +970.7% | +152.6% | +818.2% | +905.8% |
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