+155.7%
MO vs STRL
+3,697.3%
-3,541.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.0% |
| 7D | +3.3% | +15.7% | -12.3% | +2.7% |
| 30D | +7.5% | -35.5% | +43.0% | +9.2% |
| 3M | +22.8% | -47.1% | +69.9% | +25.5% |
| 6M | +13.4% | -65.8% | +79.1% | +17.9% |
| YTD | +43.0% | -4.5% | +47.5% | +35.9% |
| 1Y | +45.2% | -10.5% | +55.7% | +38.5% |
| 3Y | +145.5% | +340.6% | -195.1% | +90.0% |
| 5Y | +157.1% | +911.0% | -754.0% | +72.7% |
| All | +155.7% | +3,697.3% | -3,541.6% | +42.4% |
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