+206.8%
MO vs U
-33.8%
+240.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.4% |
| 7D | -0.8% | +16.9% | -17.7% | -0.6% |
| 30D | +8.0% | +6.4% | +1.6% | +8.1% |
| 3M | +20.9% | +13.2% | +7.7% | +21.2% |
| 6M | +16.3% | +84.8% | -68.5% | +17.1% |
| YTD | +40.7% | +12.4% | +28.3% | +41.7% |
| 1Y | +41.5% | +19.8% | +21.7% | +42.4% |
| 3Y | +141.5% | +83.8% | +57.7% | +142.2% |
| 5Y | +153.1% | -72.7% | +225.8% | +151.7% |
| All | +206.8% | -33.8% | +240.6% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling