+7,472.0%
MO vs STZ
+9,621.1%
-2,149.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +0.3% | -1.9% | +2.3% | +0.6% |
| 30D | +0.6% | -1.9% | +2.5% | +0.9% |
| 3M | -1.0% | -6.2% | +5.3% | 0.0% |
| 6M | +4.3% | -14.0% | +18.4% | +6.7% |
| YTD | +23.3% | -5.1% | +28.4% | +23.9% |
| 1Y | +10.5% | -9.6% | +20.0% | +11.7% |
| 3Y | +96.3% | -47.2% | +143.5% | +114.2% |
| 5Y | +98.9% | -33.6% | +132.5% | +108.4% |
| 10Y | +103.6% | -9.8% | +113.4% | +100.9% |
| All | +7,472.0% | +9,621.1% | -2,149.1% | +4,119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling