+5,403.7%
MO vs EWZ
+446.7%
+4,957.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.4% |
| 7D | -2.0% | +5.6% | -7.6% | -2.9% |
| 30D | -0.3% | +9.3% | -9.5% | -1.8% |
| 3M | -2.9% | +15.7% | -18.6% | -5.5% |
| 6M | +5.8% | +7.4% | -1.7% | +4.0% |
| YTD | +22.0% | +22.7% | -0.7% | +17.1% |
| 1Y | +10.7% | +36.4% | -25.7% | +4.1% |
| 3Y | +94.4% | +50.4% | +44.0% | +78.1% |
| 5Y | +97.2% | +67.6% | +29.5% | +74.5% |
| 10Y | +103.0% | +84.1% | +18.9% | +67.7% |
| All | +5,403.7% | +446.7% | +4,957.0% | +3,887.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling