+4,682.4%
MO vs STLD
+8,684.3%
-4,001.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +0.3% | +3.1% | -2.8% | 0.0% |
| 30D | +0.6% | -9.0% | +9.6% | +1.5% |
| 3M | -1.0% | -12.4% | +11.4% | +0.2% |
| 6M | +4.3% | +25.5% | -21.2% | +1.2% |
| YTD | +23.3% | +43.6% | -20.3% | +17.6% |
| 1Y | +10.5% | +87.2% | -76.7% | +2.1% |
| 3Y | +96.3% | +135.2% | -39.0% | +74.0% |
| 5Y | +98.9% | +290.9% | -192.0% | +63.4% |
| 10Y | +103.6% | +1,113.5% | -1,009.9% | +42.8% |
| All | +4,682.4% | +8,684.3% | -4,001.9% | +2,351.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling