+97.2%
MO vs URA
+131.0%
-33.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.2% | -1.0% |
| 7D | -2.0% | +8.1% | -10.1% | -2.1% |
| 30D | -0.3% | +5.8% | -6.0% | -0.3% |
| 3M | -2.9% | +3.4% | -6.4% | -2.8% |
| 6M | +5.8% | -2.6% | +8.4% | +5.9% |
| YTD | +22.0% | +11.2% | +10.8% | +21.2% |
| 1Y | +10.7% | +19.8% | -9.2% | +9.2% |
| 3Y | +94.4% | +121.5% | -27.1% | +81.3% |
| 5Y | +97.2% | +134.5% | -37.3% | +79.4% |
| All | +97.2% | +131.0% | -33.8% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling