+168.4%
MO vs U
-43.9%
+212.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.3% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +5.8% | -4.1% | +9.9% | +5.7% |
| 3M | -4.5% | +57.8% | -62.3% | -4.1% |
| 6M | +5.7% | +103.5% | -97.8% | +6.4% |
| YTD | +23.1% | -4.8% | +27.9% | +23.6% |
| 1Y | +10.9% | -2.4% | +13.3% | +11.4% |
| 3Y | +96.1% | +11.7% | +84.5% | +96.5% |
| 5Y | +100.1% | -68.9% | +168.9% | +98.1% |
| All | +168.4% | -43.9% | +212.4% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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