+96.5%
STM vs MO
+45.9%
+50.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.4% | -7.4% | -5.2% |
| 7D | -6.0% | +6.9% | -12.9% | -2.3% |
| 30D | -20.9% | +14.9% | -35.9% | -14.1% |
| 3M | -15.8% | +16.4% | -32.2% | -7.3% |
| 6M | -17.0% | +9.6% | -26.6% | -10.4% |
| YTD | +76.8% | +41.8% | +35.0% | +103.3% |
| 1Y | +96.5% | +45.3% | +51.2% | +128.4% |
| All | +96.5% | +45.9% | +50.6% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling