+158.8%
MO vs Z
+25.1%
+133.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | +0.3% | -3.0% | +3.3% | +0.5% |
| 30D | +0.6% | -4.2% | +4.8% | +0.8% |
| 3M | -1.0% | -3.7% | +2.7% | -0.9% |
| 6M | +4.3% | -24.5% | +28.9% | +5.3% |
| YTD | +23.3% | -49.3% | +72.6% | +26.6% |
| 1Y | +10.5% | -58.7% | +69.1% | +14.4% |
| 3Y | +96.3% | -34.1% | +130.4% | +95.8% |
| 5Y | +98.9% | -64.5% | +163.4% | +102.1% |
| 10Y | +103.6% | -0.5% | +104.1% | +80.1% |
| All | +158.8% | +25.1% | +133.7% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling