+11.0%
MO vs URA
+7.9%
+3.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.5% | -0.1% |
| 7D | +0.1% | -5.5% | +5.6% | -0.5% |
| 30D | +7.1% | -3.7% | +10.8% | +6.8% |
| 3M | -2.0% | -2.9% | +0.9% | -1.4% |
| 6M | +7.3% | -15.2% | +22.5% | +7.3% |
| YTD | +23.5% | +1.9% | +21.6% | +25.1% |
| 1Y | +11.0% | +6.9% | +4.1% | +14.1% |
| All | +11.0% | +7.9% | +3.1% | +14.1% |
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 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