+17,087.0%
MO vs STT
+6,617.4%
+10,469.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +0.4% | +5.1% | -4.7% | -0.3% |
| 30D | +8.9% | -0.2% | +9.1% | +8.8% |
| 3M | +23.0% | -8.1% | +31.1% | +24.3% |
| 6M | +15.0% | +16.6% | -1.7% | +12.0% |
| YTD | +41.7% | +37.8% | +3.8% | +34.3% |
| 1Y | +43.3% | +46.8% | -3.5% | +34.6% |
| 3Y | +143.2% | +181.2% | -38.0% | +105.5% |
| 5Y | +154.7% | +105.1% | +49.6% | +121.9% |
| 10Y | +151.0% | +202.3% | -51.3% | +100.7% |
| All | +17,087.0% | +6,617.4% | +10,469.5% | +5,795.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling