+8,739.9%
MO vs AZO
+41,743.6%
-33,003.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +0.1% | -3.6% | +3.7% | +0.8% |
| 30D | +7.1% | -5.6% | +12.7% | +8.2% |
| 3M | -2.0% | -6.6% | +4.7% | -0.9% |
| 6M | +7.3% | -22.5% | +29.8% | +11.7% |
| YTD | +23.5% | -15.2% | +38.6% | +26.5% |
| 1Y | +11.0% | -33.9% | +44.9% | +18.4% |
| 3Y | +95.0% | +11.8% | +83.2% | +89.5% |
| 5Y | +100.6% | +85.5% | +15.1% | +78.0% |
| 10Y | +114.5% | +298.2% | -183.7% | +66.1% |
| All | +8,739.9% | +41,743.6% | -33,003.7% | +3,397.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling