+980.6%
MO vs STLA
+150.0%
+830.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.0% |
| 7D | +3.3% | -13.8% | +17.1% | +4.5% |
| 30D | +7.5% | -10.5% | +18.1% | +8.4% |
| 3M | +22.8% | -28.9% | +51.6% | +25.8% |
| 6M | +13.4% | -49.7% | +63.1% | +19.3% |
| YTD | +43.0% | -64.9% | +107.9% | +54.3% |
| 1Y | +45.2% | -64.0% | +109.3% | +56.2% |
| 3Y | +145.5% | -77.4% | +223.0% | +172.0% |
| 5Y | +157.1% | -74.4% | +231.5% | +177.4% |
| 10Y | +153.3% | -6.4% | +159.7% | +145.1% |
| All | +980.6% | +150.0% | +830.7% | +915.9% |
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