+110.9%
MO vs AZO
+296.8%
-186.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +0.1% | -3.6% | +3.7% | +1.1% |
| 30D | +7.1% | -5.6% | +12.7% | +8.6% |
| 3M | -2.0% | -6.6% | +4.7% | -0.3% |
| 6M | +7.3% | -22.5% | +29.8% | +13.8% |
| YTD | +23.5% | -15.2% | +38.6% | +27.8% |
| 1Y | +11.0% | -33.9% | +44.9% | +22.1% |
| 3Y | +95.0% | +11.8% | +83.2% | +85.7% |
| 5Y | +100.6% | +85.5% | +15.1% | +64.0% |
| All | +110.9% | +296.8% | -186.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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