+110.3%
MO vs STT
+267.9%
-157.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.0% | -1.4% | +0.4% | -0.7% |
| 30D | +5.8% | +2.2% | +3.6% | +5.3% |
| 3M | -4.5% | +18.8% | -23.3% | -8.1% |
| 6M | +5.7% | +57.9% | -52.2% | -4.4% |
| YTD | +23.1% | +51.0% | -27.9% | +12.1% |
| 1Y | +10.9% | +77.1% | -66.2% | -2.7% |
| 3Y | +96.1% | +199.8% | -103.7% | +49.9% |
| 5Y | +100.1% | +156.0% | -55.9% | +53.7% |
| All | +110.3% | +267.9% | -157.6% | +46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling