+102.7%
MO vs ZS
-38.5%
+141.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.3% |
| 7D | +0.1% | -3.1% | +3.2% | +0.1% |
| 30D | +7.1% | -7.2% | +14.4% | +7.0% |
| 3M | -2.0% | +30.5% | -32.4% | -1.5% |
| 6M | +7.3% | +7.0% | +0.3% | +7.7% |
| YTD | +23.5% | -26.8% | +50.3% | +23.6% |
| 1Y | +11.0% | -42.6% | +53.6% | +10.9% |
| 3Y | +95.0% | -0.3% | +95.3% | +95.3% |
| All | +102.7% | -38.5% | +141.2% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling