+644.6%
STM vs MO
+114.1%
+530.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | -1.1% | -1.0% | 0.0% | -0.9% |
| 30D | -7.8% | +5.8% | -13.6% | -9.1% |
| 3M | -28.2% | -4.5% | -23.7% | -28.2% |
| 6M | +52.0% | +5.7% | +46.2% | +47.2% |
| YTD | +96.4% | +23.1% | +73.3% | +81.8% |
| 1Y | +98.8% | +10.9% | +87.9% | +88.9% |
| 3Y | +18.3% | +96.1% | -77.9% | -9.1% |
| 5Y | +17.7% | +100.1% | -82.4% | -11.8% |
| All | +644.6% | +114.1% | +530.5% | +382.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling