+10,239.6%
MO vs STRL
+11,964.0%
-1,724.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +0.4% | +23.4% | -23.0% | +0.1% |
| 30D | +8.9% | -39.5% | +48.4% | +9.7% |
| 3M | +23.0% | -45.1% | +68.0% | +24.0% |
| 6M | +15.0% | -64.6% | +79.5% | +16.5% |
| YTD | +41.7% | -1.5% | +43.2% | +40.2% |
| 1Y | +43.3% | -20.8% | +64.1% | +42.4% |
| 3Y | +143.2% | +353.1% | -210.0% | +131.2% |
| 5Y | +154.7% | +942.9% | -788.2% | +137.0% |
| 10Y | +151.0% | +3,847.6% | -3,696.6% | +126.3% |
| All | +10,239.6% | +11,964.0% | -1,724.4% | +9,126.4% |
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 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