+148.0%
MO vs SUI
-26.3%
+174.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -2.4% | +6.2% | -8.7% | -3.6% |
| 30D | +9.7% | +8.6% | +1.1% | +7.9% |
| 3M | +14.1% | +1.0% | +13.2% | +13.8% |
| 6M | +11.9% | -2.6% | +14.5% | +12.3% |
| YTD | +38.4% | -0.1% | +38.5% | +38.2% |
| 1Y | +41.9% | +0.5% | +41.4% | +41.6% |
| 3Y | +134.5% | +15.3% | +119.3% | +127.1% |
| All | +148.0% | -26.3% | +174.3% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling