+132.0%
MO vs SW
+182.7%
-50.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.8% |
| 7D | -2.4% | +2.3% | -4.8% | -2.6% |
| 30D | +9.7% | +6.8% | +2.9% | +9.3% |
| 3M | +14.1% | -5.2% | +19.3% | +14.4% |
| 6M | +11.9% | +7.4% | +4.4% | +11.3% |
| YTD | +38.4% | +17.4% | +21.0% | +36.7% |
| 1Y | +41.9% | +27.1% | +14.8% | +39.5% |
| 3Y | +134.5% | +47.9% | +86.6% | +125.6% |
| 5Y | +147.3% | -2.6% | +149.8% | +140.8% |
| All | +132.0% | +182.7% | -50.7% | +95.1% |
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