+155.7%
MO vs STZ
+13.4%
+142.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +3.3% | +2.6% | +0.7% | +2.5% |
| 30D | +7.5% | +15.2% | -7.7% | +3.1% |
| 3M | +22.8% | +7.6% | +15.1% | +19.9% |
| 6M | +13.4% | +5.3% | +8.1% | +11.2% |
| YTD | +43.0% | +8.6% | +34.4% | +38.1% |
| 1Y | +45.2% | +15.6% | +29.7% | +37.5% |
| 3Y | +145.5% | -35.2% | +180.7% | +171.4% |
| 5Y | +157.1% | -29.1% | +186.1% | +172.1% |
| All | +155.7% | +13.4% | +142.3% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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