+148.0%
MO vs STLD
+255.4%
-107.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -1.9% |
| 7D | -2.4% | -11.1% | +8.7% | -1.8% |
| 30D | +9.7% | -4.8% | +14.5% | +10.0% |
| 3M | +14.1% | -14.6% | +28.7% | +15.1% |
| 6M | +11.9% | -7.4% | +19.3% | +12.0% |
| YTD | +38.4% | +32.6% | +5.8% | +34.8% |
| 1Y | +41.9% | +47.3% | -5.4% | +37.0% |
| 3Y | +134.5% | +107.5% | +27.0% | +114.7% |
| All | +148.0% | +255.4% | -107.4% | +103.9% |
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