+110.3%
MO vs Z
-6.2%
+116.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.4% |
| 7D | -1.0% | -11.6% | +10.6% | -0.5% |
| 30D | +5.8% | -8.5% | +14.2% | +6.1% |
| 3M | -4.5% | -7.9% | +3.4% | -4.3% |
| 6M | +5.7% | -29.1% | +34.8% | +7.0% |
| YTD | +23.1% | -54.2% | +77.3% | +27.0% |
| 1Y | +10.9% | -63.5% | +74.5% | +15.6% |
| 3Y | +96.1% | -38.6% | +134.8% | +96.1% |
| 5Y | +100.1% | -66.0% | +166.0% | +103.4% |
| All | +110.3% | -6.2% | +116.5% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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