+97.2%
MO vs STRL
+2,093.0%
-1,995.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.3% | -1.0% |
| 7D | -2.0% | +10.1% | -12.1% | -1.8% |
| 30D | -0.3% | -8.2% | +7.9% | -0.4% |
| 3M | -2.9% | -43.7% | +40.7% | -3.1% |
| 6M | +5.8% | +27.1% | -21.3% | +4.9% |
| YTD | +22.0% | +64.0% | -42.0% | +20.6% |
| 1Y | +10.7% | +75.2% | -64.5% | +9.2% |
| 3Y | +94.4% | +539.9% | -445.5% | +79.0% |
| 5Y | +97.2% | +2,133.0% | -2,035.8% | +55.5% |
| All | +97.2% | +2,093.0% | -1,995.8% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling