+5,269.5%
MO vs STLD
+8,008.3%
-2,738.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -1.9% |
| 7D | -2.4% | -11.1% | +8.7% | -1.2% |
| 30D | +9.7% | -4.8% | +14.5% | +10.2% |
| 3M | +14.1% | -14.6% | +28.7% | +15.8% |
| 6M | +11.9% | -7.4% | +19.3% | +12.2% |
| YTD | +38.4% | +32.6% | +5.8% | +33.0% |
| 1Y | +41.9% | +47.3% | -5.4% | +34.7% |
| 3Y | +134.5% | +107.5% | +27.0% | +110.8% |
| 5Y | +147.3% | +268.8% | -121.6% | +104.4% |
| 10Y | +135.2% | +883.3% | -748.1% | +68.4% |
| All | +5,269.5% | +8,008.3% | -2,738.9% | +2,672.3% |
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