+110.9%
MO vs STRL
+7,221.5%
-7,110.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | 0.0% |
| 7D | +0.1% | +5.0% | -4.9% | -0.1% |
| 30D | +7.1% | -6.9% | +14.1% | +7.4% |
| 3M | -2.0% | -39.1% | +37.1% | +0.1% |
| 6M | +7.3% | +21.5% | -14.2% | +3.0% |
| YTD | +23.5% | +66.9% | -43.4% | +15.4% |
| 1Y | +11.0% | +61.6% | -50.6% | +3.3% |
| 3Y | +95.0% | +560.0% | -465.0% | +51.8% |
| 5Y | +100.6% | +2,238.9% | -2,138.2% | +29.0% |
| All | +110.9% | +7,221.5% | -7,110.6% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling