+45.3%
MO vs STT
+53.6%
-8.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +2.0% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | +14.9% | -1.7% | +16.6% | +14.5% |
| 3M | +16.4% | -6.4% | +22.8% | +14.7% |
| 6M | +9.6% | +17.7% | -8.1% | +13.0% |
| YTD | +41.8% | +36.9% | +5.0% | +50.6% |
| 1Y | +45.3% | +52.0% | -6.7% | +54.4% |
| All | +45.3% | +53.6% | -8.2% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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