+45.3%
MO vs SU
+88.1%
-42.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +1.9% |
| 7D | +6.9% | -7.1% | +14.0% | +7.7% |
| 30D | +14.9% | +4.8% | +10.2% | +14.0% |
| 3M | +16.4% | +12.5% | +3.9% | +14.5% |
| 6M | +9.6% | +6.5% | +3.1% | +9.0% |
| YTD | +41.8% | +65.8% | -24.0% | +28.8% |
| 1Y | +45.3% | +86.2% | -40.8% | +29.0% |
| All | +45.3% | +88.1% | -42.8% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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