+197.4%
MO vs Z
+4.2%
+193.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | +0.4% | -4.9% | +5.4% | +0.7% |
| 30D | +8.9% | +3.0% | +5.9% | +8.7% |
| 3M | +23.0% | -13.4% | +36.4% | +23.5% |
| 6M | +15.0% | -27.3% | +42.3% | +16.2% |
| YTD | +41.7% | -57.8% | +99.5% | +46.4% |
| 1Y | +43.3% | -60.0% | +103.3% | +48.4% |
| 3Y | +143.2% | -21.5% | +164.7% | +139.4% |
| 5Y | +154.7% | -55.0% | +209.7% | +154.6% |
| 10Y | +151.0% | -18.8% | +169.8% | +123.8% |
| All | +197.4% | +4.2% | +193.3% | +156.3% |
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