+107.5%
MO vs CORZ
+223.2%
-115.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.4% |
| 7D | +0.1% | +0.3% | -0.1% | +0.2% |
| 30D | +7.1% | -14.0% | +21.2% | +6.5% |
| 3M | -2.0% | -34.1% | +32.1% | -2.9% |
| 6M | +7.3% | +8.5% | -1.2% | +8.1% |
| YTD | +23.5% | +23.2% | +0.2% | +25.0% |
| 1Y | +11.0% | +15.4% | -4.4% | +12.3% |
| All | +107.5% | +223.2% | -115.8% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 3y: compounded portfolio wealth divided by compounded CORZ 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…
3y analysis · Full analysis span regression · 6 months rolling