+110.9%
MO vs UL
+66.7%
+44.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.1% |
| 7D | +0.1% | -3.4% | +3.5% | +1.3% |
| 30D | +7.1% | +0.5% | +6.7% | +7.0% |
| 3M | -2.0% | +7.2% | -9.2% | -4.3% |
| 6M | +7.3% | -3.1% | +10.4% | +8.1% |
| YTD | +23.5% | -2.7% | +26.2% | +24.1% |
| 1Y | +11.0% | -10.2% | +21.2% | +14.4% |
| 3Y | +95.0% | +20.3% | +74.7% | +81.4% |
| 5Y | +100.6% | +19.9% | +80.7% | +84.4% |
| All | +110.9% | +66.7% | +44.2% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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