+9,959.6%
MO vs STRL
+11,526.8%
-1,567.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +15.0% | -15.4% | -0.7% |
| 7D | -1.8% | -13.3% | +11.6% | -1.6% |
| 30D | +5.8% | -43.3% | +49.1% | +6.6% |
| 3M | +12.7% | -46.9% | +59.6% | +13.7% |
| 6M | +14.8% | -65.6% | +80.4% | +16.4% |
| YTD | +37.8% | -5.1% | +42.9% | +36.5% |
| 1Y | +39.5% | -23.1% | +62.5% | +38.6% |
| 3Y | +136.1% | +346.8% | -210.8% | +124.4% |
| 5Y | +148.5% | +907.2% | -758.6% | +131.4% |
| 10Y | +135.5% | +3,988.2% | -3,852.7% | +112.2% |
| All | +9,959.6% | +11,526.8% | -1,567.2% | +8,882.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling