+102.2%
MO vs ZS
+498.3%
-396.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.3% |
| 7D | +0.1% | -3.1% | +3.2% | +0.2% |
| 30D | +7.1% | -7.2% | +14.4% | +7.2% |
| 3M | -2.0% | +30.5% | -32.4% | -2.3% |
| 6M | +7.3% | +7.0% | +0.3% | +7.1% |
| YTD | +23.5% | -26.8% | +50.3% | +23.9% |
| 1Y | +11.0% | -42.6% | +53.6% | +11.7% |
| 3Y | +95.0% | -0.3% | +95.3% | +93.4% |
| 5Y | +100.6% | -39.2% | +139.8% | +98.7% |
| All | +102.2% | +498.3% | -396.1% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 10y: compounded portfolio wealth divided by compounded ZS 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…
10y analysis · Full analysis span regression · 6 months rolling