+94.4%
MO vs STT
+203.8%
-109.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -2.0% | +2.2% | -4.2% | -2.0% |
| 30D | -0.3% | +3.9% | -4.2% | -0.3% |
| 3M | -2.9% | +19.2% | -22.1% | -3.3% |
| 6M | +5.8% | +60.4% | -54.6% | +4.0% |
| YTD | +22.0% | +51.5% | -29.5% | +20.2% |
| 1Y | +10.7% | +76.3% | -65.6% | +7.4% |
| 3Y | +94.4% | +200.7% | -106.4% | +72.7% |
| All | +94.4% | +203.8% | -109.5% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling