+656.4%
STM vs MO
+111.3%
+545.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.7% | -2.4% | +4.1% | +2.2% |
| 30D | -5.2% | +3.6% | -8.7% | -6.0% |
| 3M | -29.6% | -3.7% | -25.9% | -29.8% |
| 6M | +54.4% | +4.5% | +49.9% | +49.9% |
| YTD | +99.5% | +21.5% | +78.0% | +85.3% |
| 1Y | +100.8% | +9.5% | +91.2% | +91.3% |
| 3Y | +20.2% | +93.6% | -73.4% | -7.3% |
| 5Y | +21.1% | +97.5% | -76.4% | -8.9% |
| All | +656.4% | +111.3% | +545.2% | +391.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling