+2,285.7%
STM vs MO
+9,103.0%
-6,817.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.1% |
| 7D | +5.8% | +0.3% | +5.5% | +5.7% |
| 30D | -1.0% | +0.6% | -1.6% | -1.4% |
| 3M | -33.3% | -1.0% | -32.3% | -34.0% |
| 6M | +57.4% | +4.3% | +53.0% | +53.2% |
| YTD | +102.2% | +23.3% | +78.9% | +87.3% |
| 1Y | +99.6% | +10.5% | +89.1% | +89.9% |
| 3Y | +14.5% | +96.3% | -81.7% | -9.4% |
| 5Y | +21.4% | +98.9% | -77.5% | -5.5% |
| 10Y | +695.0% | +103.6% | +591.4% | +496.6% |
| All | +2,285.7% | +9,103.0% | -6,817.2% | +823.5% |
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