+10.5%
MO vs SU
+71.8%
-61.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +0.3% | +3.6% | -3.2% | -0.1% |
| 30D | +0.6% | +7.9% | -7.2% | -0.3% |
| 3M | -1.0% | +3.5% | -4.5% | -1.4% |
| 6M | +4.3% | +19.0% | -14.6% | +1.9% |
| YTD | +23.3% | +55.0% | -31.7% | +15.4% |
| 1Y | +10.5% | +71.2% | -60.8% | +3.0% |
| All | +10.5% | +71.8% | -61.4% | +3.0% |
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