+8,896.3%
MO vs STRL
+19,359.6%
-10,463.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.6% | -1.0% |
| 7D | +0.3% | +3.4% | -3.1% | +0.3% |
| 30D | +0.6% | -9.2% | +9.9% | +0.8% |
| 3M | -1.0% | -51.0% | +50.1% | +0.1% |
| 6M | +4.3% | +15.8% | -11.4% | +3.3% |
| YTD | +23.3% | +58.9% | -35.6% | +21.2% |
| 1Y | +10.5% | +68.5% | -58.1% | +8.3% |
| 3Y | +96.3% | +485.2% | -389.0% | +86.2% |
| 5Y | +98.9% | +2,005.1% | -1,906.2% | +83.0% |
| 10Y | +103.6% | +7,118.0% | -7,014.4% | +82.0% |
| All | +8,896.3% | +19,359.6% | -10,463.3% | +7,876.7% |
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