+97.5%
MO vs STZ
-38.0%
+135.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -2.4% | -6.0% | +3.6% | -1.1% |
| 30D | +3.6% | -8.9% | +12.5% | +5.7% |
| 3M | -3.7% | -12.6% | +8.8% | -1.0% |
| 6M | +4.5% | -17.2% | +21.7% | +8.4% |
| YTD | +21.5% | -10.0% | +31.5% | +23.6% |
| 1Y | +9.5% | -14.3% | +23.8% | +12.4% |
| 3Y | +93.6% | -49.9% | +143.5% | +121.3% |
| 5Y | +97.5% | -38.2% | +135.7% | +108.2% |
| All | +97.5% | -38.0% | +135.5% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling