+1,072.1%
MO vs SW
+730.4%
+341.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.5% |
| 7D | +1.1% | +4.7% | -3.6% | +1.0% |
| 30D | +13.2% | +5.0% | +8.2% | +13.0% |
| 3M | +15.2% | -7.3% | +22.5% | +15.4% |
| 6M | +9.9% | +15.0% | -5.1% | +9.4% |
| YTD | +41.1% | +18.5% | +22.5% | +40.1% |
| 1Y | +44.9% | +27.1% | +17.8% | +43.6% |
| 3Y | +138.2% | +49.3% | +88.9% | +133.7% |
| 5Y | +152.0% | -1.6% | +153.7% | +148.3% |
| 10Y | +139.7% | +185.4% | -45.6% | +128.1% |
| All | +1,072.1% | +730.4% | +341.7% | +977.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling