+99.6%
MO vs STLD
+292.4%
-192.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | +0.3% | +3.1% | -2.8% | +0.1% |
| 30D | +0.6% | -9.0% | +9.6% | +1.2% |
| 3M | -1.0% | -12.4% | +11.4% | -0.3% |
| 6M | +4.3% | +25.5% | -21.2% | +2.3% |
| YTD | +23.3% | +43.6% | -20.3% | +19.5% |
| 1Y | +10.5% | +87.2% | -76.7% | +4.6% |
| 3Y | +96.3% | +135.2% | -39.0% | +77.3% |
| All | +99.6% | +292.4% | -192.8% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling