+924.3%
MO vs SW
+755.0%
+169.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.9% |
| 7D | +0.3% | -5.1% | +5.4% | +0.5% |
| 30D | +0.6% | -4.6% | +5.2% | +0.8% |
| 3M | -1.0% | +9.4% | -10.4% | -1.3% |
| 6M | +4.3% | +3.5% | +0.8% | +4.1% |
| YTD | +23.3% | +22.0% | +1.2% | +22.4% |
| 1Y | +10.5% | +2.2% | +8.2% | +10.1% |
| 3Y | +96.3% | +19.6% | +76.7% | +93.8% |
| 5Y | +98.9% | -2.3% | +101.2% | +96.0% |
| 10Y | +103.6% | +181.4% | -77.8% | +93.7% |
| All | +924.3% | +755.0% | +169.3% | +841.3% |
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