+45.2%
MO vs U
+33.7%
+11.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +1.4% |
| 7D | +3.3% | +2.6% | +0.7% | +3.6% |
| 30D | +7.5% | +27.6% | -20.0% | +10.4% |
| 3M | +22.8% | +15.3% | +7.4% | +25.0% |
| 6M | +13.4% | +96.4% | -83.0% | +21.9% |
| YTD | +43.0% | +19.6% | +23.4% | +47.1% |
| 1Y | +45.2% | +42.1% | +3.1% | +51.0% |
| All | +45.2% | +33.7% | +11.5% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling