+110.9%
MO vs EWZ
+94.8%
+16.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.5% |
| 7D | +0.1% | +0.9% | -0.7% | 0.0% |
| 30D | +7.1% | +12.8% | -5.6% | +4.7% |
| 3M | -2.0% | +10.8% | -12.7% | -4.0% |
| 6M | +7.3% | +2.5% | +4.8% | +6.3% |
| YTD | +23.5% | +21.4% | +2.1% | +18.1% |
| 1Y | +11.0% | +32.8% | -21.8% | +4.1% |
| 3Y | +95.0% | +45.2% | +49.8% | +77.8% |
| 5Y | +100.6% | +63.0% | +37.6% | +75.1% |
| All | +110.9% | +94.8% | +16.1% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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