+155.7%
MO vs URA
+266.3%
-110.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | +3.3% | -1.5% | +4.9% | +3.4% |
| 30D | +7.5% | -10.4% | +17.9% | +8.3% |
| 3M | +22.8% | -29.6% | +52.4% | +25.7% |
| 6M | +13.4% | -40.3% | +53.6% | +17.6% |
| YTD | +43.0% | -25.5% | +68.5% | +43.5% |
| 1Y | +45.2% | -26.4% | +71.7% | +45.7% |
| 3Y | +145.5% | +31.4% | +114.1% | +121.3% |
| 5Y | +157.1% | +28.6% | +128.5% | +127.3% |
| All | +155.7% | +266.3% | -110.6% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling