+1,945.0%
STM vs MO
+10,262.6%
-8,317.6%
-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% | +0.2% |
| 7D | -7.9% | -0.8% | -7.1% | -7.8% |
| 30D | -14.1% | +6.5% | -20.6% | -15.7% |
| 3M | -17.6% | +18.3% | -36.0% | -21.7% |
| 6M | -24.2% | +15.6% | -39.8% | -28.4% |
| YTD | +73.3% | +38.8% | +34.5% | +55.0% |
| 1Y | +90.1% | +41.6% | +48.5% | +69.0% |
| 3Y | +10.3% | +138.2% | -127.9% | -17.3% |
| 5Y | -5.7% | +150.5% | -156.2% | -31.3% |
| 10Y | +444.1% | +146.1% | +298.0% | +286.4% |
| All | +1,945.0% | +10,262.6% | -8,317.6% | +664.2% |
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