+97.5%
MO vs STT
+158.4%
-60.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.4% | +1.0% | -3.4% | -2.5% |
| 30D | +3.6% | +2.8% | +0.8% | +3.3% |
| 3M | -3.7% | +18.1% | -21.8% | -5.5% |
| 6M | +4.5% | +59.2% | -54.7% | -1.2% |
| YTD | +21.5% | +51.5% | -30.0% | +15.4% |
| 1Y | +9.5% | +75.7% | -66.1% | +1.7% |
| 3Y | +93.6% | +200.8% | -107.2% | +63.3% |
| 5Y | +97.5% | +155.8% | -58.3% | +59.4% |
| All | +97.5% | +158.4% | -60.9% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling