+155.7%
MO vs STLD
+761.4%
-605.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.2% | +1.4% |
| 7D | +3.3% | +2.9% | +0.4% | +2.9% |
| 30D | +7.5% | -5.6% | +13.1% | +8.2% |
| 3M | +22.8% | -11.7% | +34.5% | +24.5% |
| 6M | +13.4% | -2.8% | +16.1% | +13.0% |
| YTD | +43.0% | +36.4% | +6.5% | +34.9% |
| 1Y | +45.2% | +50.0% | -4.8% | +34.9% |
| 3Y | +145.5% | +122.3% | +23.2% | +108.0% |
| 5Y | +157.1% | +273.2% | -116.2% | +89.9% |
| All | +155.7% | +761.4% | -605.7% | +52.5% |
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