+148.0%
MO vs SW
-2.6%
+150.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.9% |
| 7D | -2.4% | +2.3% | -4.8% | -2.5% |
| 30D | +9.7% | +6.8% | +2.9% | +9.6% |
| 3M | +14.1% | -5.2% | +19.3% | +14.2% |
| 6M | +11.9% | +7.4% | +4.4% | +11.8% |
| YTD | +38.4% | +17.4% | +21.0% | +38.2% |
| 1Y | +41.9% | +27.1% | +14.8% | +41.5% |
| 3Y | +134.5% | +47.9% | +86.6% | +133.3% |
| All | +148.0% | -2.6% | +150.6% | +141.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling