+98.0%
MO vs STLD
+144.6%
-46.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | +0.3% | +3.1% | -2.8% | +0.4% |
| 30D | +0.6% | -9.0% | +9.6% | +0.4% |
| 3M | -1.0% | -12.4% | +11.4% | -1.3% |
| 6M | +4.3% | +25.5% | -21.2% | +5.2% |
| YTD | +23.3% | +43.6% | -20.3% | +24.8% |
| 1Y | +10.5% | +87.2% | -76.7% | +12.7% |
| All | +98.0% | +144.6% | -46.6% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling