+22.5%
STM vs MO
+98.0%
-75.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.6% |
| 7D | +5.2% | -2.0% | +7.2% | +5.0% |
| 30D | -7.4% | -0.3% | -7.1% | -7.3% |
| 3M | -30.6% | -2.9% | -27.7% | -30.9% |
| 6M | +66.4% | +5.8% | +60.6% | +64.7% |
| YTD | +101.1% | +22.0% | +79.1% | +98.1% |
| 1Y | +97.4% | +10.7% | +86.7% | +95.1% |
| 3Y | +21.1% | +94.4% | -73.2% | +9.6% |
| 5Y | +22.5% | +97.2% | -74.7% | +12.8% |
| All | +22.5% | +98.0% | -75.6% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling