+153.3%
MO vs STLD
+790.2%
-636.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +0.4% | +6.9% | -6.4% | -0.5% |
| 30D | +8.9% | -1.5% | +10.4% | +9.0% |
| 3M | +23.0% | -9.7% | +32.7% | +24.3% |
| 6M | +15.0% | +2.3% | +12.6% | +13.8% |
| YTD | +41.7% | +41.0% | +0.7% | +33.1% |
| 1Y | +43.3% | +51.8% | -8.5% | +33.0% |
| 3Y | +143.2% | +126.4% | +16.7% | +105.7% |
| 5Y | +154.7% | +285.7% | -131.0% | +87.3% |
| All | +153.3% | +790.2% | -636.9% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling