+2,025.5%
STM vs MO
+10,477.0%
-8,451.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +16.3% | +0.4% | +15.9% | +16.1% |
| 30D | -6.3% | +8.9% | -15.2% | -8.6% |
| 3M | -14.1% | +23.0% | -37.1% | -19.1% |
| 6M | -19.6% | +15.0% | -34.5% | -23.8% |
| YTD | +80.1% | +41.7% | +38.4% | +60.3% |
| 1Y | +95.4% | +43.3% | +52.1% | +73.2% |
| 3Y | +14.7% | +143.2% | -128.5% | -14.5% |
| 5Y | -5.4% | +154.7% | -160.1% | -31.3% |
| 10Y | +465.5% | +151.0% | +314.5% | +299.6% |
| All | +2,025.5% | +10,477.0% | -8,451.6% | +690.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling