+95.0%
MO vs SU
+120.0%
-25.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | +2.2% | -2.1% | 0.0% |
| 30D | +7.1% | +8.4% | -1.3% | +6.5% |
| 3M | -2.0% | +12.1% | -14.0% | -3.0% |
| 6M | +7.3% | +19.7% | -12.4% | +5.9% |
| YTD | +23.5% | +58.4% | -35.0% | +19.9% |
| 1Y | +11.0% | +67.2% | -56.2% | +7.5% |
| 3Y | +95.0% | +125.0% | -30.0% | +79.2% |
| All | +95.0% | +120.0% | -25.0% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling