+136.5%
MO vs SW
+185.4%
-48.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.5% |
| 7D | +1.1% | +4.7% | -3.6% | +0.8% |
| 30D | +13.2% | +5.0% | +8.2% | +12.9% |
| 3M | +15.2% | -7.3% | +22.5% | +15.5% |
| 6M | +9.9% | +15.0% | -5.1% | +8.9% |
| YTD | +41.1% | +18.5% | +22.5% | +39.2% |
| 1Y | +44.9% | +27.1% | +17.8% | +42.4% |
| 3Y | +138.2% | +49.3% | +88.9% | +129.1% |
| 5Y | +152.0% | -1.6% | +153.7% | +145.3% |
| All | +136.5% | +185.4% | -48.9% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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