+97.5%
MO vs U
-67.7%
+165.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -2.4% | +4.4% | -6.8% | -2.3% |
| 30D | +3.6% | -1.3% | +4.9% | +3.6% |
| 3M | -3.7% | +49.6% | -53.3% | -3.2% |
| 6M | +4.5% | +100.2% | -95.7% | +5.4% |
| YTD | +21.5% | -3.7% | +25.2% | +22.1% |
| 1Y | +9.5% | -6.5% | +16.0% | +10.1% |
| 3Y | +93.6% | +12.9% | +80.7% | +94.2% |
| 5Y | +97.5% | -68.3% | +165.8% | +88.3% |
| All | +97.5% | -67.7% | +165.2% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling