+8,229.2%
MO vs ZBRA
+8,767.1%
-537.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | -2.4% | -1.8% | -0.6% | -2.3% |
| 30D | +3.6% | -8.8% | +12.4% | +4.3% |
| 3M | -3.7% | +47.2% | -50.9% | -6.9% |
| 6M | +4.5% | +61.3% | -56.8% | +0.2% |
| YTD | +21.5% | +42.0% | -20.5% | +17.4% |
| 1Y | +9.5% | +10.5% | -0.9% | +7.7% |
| 3Y | +93.6% | +34.5% | +59.1% | +84.7% |
| 5Y | +97.5% | -40.3% | +137.8% | +98.7% |
| 10Y | +111.2% | +421.5% | -310.4% | +77.5% |
| All | +8,229.2% | +8,767.1% | -537.9% | +5,537.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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