+94.5%
MO vs UL
+19.9%
+74.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.8% |
| 7D | -1.0% | -4.1% | +3.1% | +0.5% |
| 30D | +5.8% | -1.2% | +7.0% | +6.3% |
| 3M | -4.5% | +6.0% | -10.5% | -6.5% |
| 6M | +5.7% | -5.5% | +11.2% | +7.4% |
| YTD | +23.1% | -3.3% | +26.4% | +23.8% |
| 1Y | +10.9% | -9.8% | +20.7% | +14.2% |
| All | +94.5% | +19.9% | +74.5% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling