+10.5%
MO vs URA
+17.2%
-6.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.8% |
| 7D | +0.3% | +1.1% | -0.7% | +0.5% |
| 30D | +0.6% | +7.4% | -6.7% | +1.6% |
| 3M | -1.0% | -8.4% | +7.4% | -0.4% |
| 6M | +4.3% | -12.7% | +17.1% | +4.8% |
| YTD | +23.3% | +7.8% | +15.5% | +25.8% |
| 1Y | +10.5% | +19.5% | -9.0% | +15.0% |
| All | +10.5% | +17.2% | -6.8% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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