+200.2%
MO vs Z
+7.8%
+192.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.5% | +0.8% |
| 7D | +3.3% | +0.8% | +2.5% | +3.3% |
| 30D | +7.5% | +5.2% | +2.3% | +7.2% |
| 3M | +22.8% | -17.0% | +39.8% | +23.6% |
| 6M | +13.4% | -22.7% | +36.0% | +14.3% |
| YTD | +43.0% | -56.3% | +99.3% | +47.6% |
| 1Y | +45.2% | -57.7% | +102.9% | +50.0% |
| 3Y | +145.5% | -16.5% | +162.1% | +141.0% |
| 5Y | +157.1% | -53.4% | +210.5% | +156.6% |
| 10Y | +153.3% | -15.9% | +169.3% | +125.5% |
| All | +200.2% | +7.8% | +192.4% | +158.3% |
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