+13.4%
MO vs Z
-23.8%
+37.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.5% | +0.6% |
| 7D | +3.3% | +0.8% | +2.5% | +3.2% |
| 30D | +7.5% | +5.2% | +2.3% | +6.9% |
| 3M | +22.8% | -17.0% | +39.8% | +24.1% |
| 6M | +13.4% | -22.7% | +36.0% | +11.0% |
| All | +13.4% | -23.8% | +37.2% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling