+10.9%
MO vs STRL
+66.6%
-55.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.2% |
| 7D | -1.0% | +5.4% | -6.4% | -0.6% |
| 30D | +5.8% | -9.0% | +14.8% | +5.2% |
| 3M | -4.5% | -37.1% | +32.5% | -5.8% |
| 6M | +5.7% | +17.8% | -12.1% | +5.6% |
| YTD | +23.1% | +58.3% | -35.2% | +24.0% |
| 1Y | +10.9% | +61.0% | -50.1% | +16.9% |
| All | +10.9% | +66.6% | -55.7% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling