+101.7%
MO vs ZS
+494.5%
-392.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.3% |
| 7D | -1.0% | -8.1% | +7.0% | -0.9% |
| 30D | +5.8% | -8.4% | +14.2% | +5.8% |
| 3M | -4.5% | +31.1% | -35.6% | -4.8% |
| 6M | +5.7% | +4.4% | +1.3% | +5.5% |
| YTD | +23.1% | -27.3% | +50.4% | +23.5% |
| 1Y | +10.9% | -41.4% | +52.3% | +11.6% |
| 3Y | +96.1% | +1.7% | +94.5% | +94.4% |
| 5Y | +100.1% | -39.6% | +139.7% | +98.2% |
| All | +101.7% | +494.5% | -392.8% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling