+153.3%
MO vs SUI
+120.9%
+32.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +0.4% | -3.8% | +4.3% | +1.5% |
| 30D | +8.9% | +3.9% | +4.9% | +7.7% |
| 3M | +23.0% | +0.2% | +22.7% | +22.8% |
| 6M | +15.0% | -4.2% | +19.1% | +16.1% |
| YTD | +41.7% | -2.5% | +44.2% | +42.3% |
| 1Y | +43.3% | -4.0% | +47.3% | +44.4% |
| 3Y | +143.2% | +16.5% | +126.6% | +129.7% |
| 5Y | +154.7% | -27.2% | +181.9% | +170.5% |
| All | +153.3% | +120.9% | +32.4% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling