+679.1%
MO vs URA
-50.4%
+729.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.1% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +6.5% | -14.8% | +21.3% | +7.9% |
| 3M | +18.3% | -25.3% | +43.6% | +21.0% |
| 6M | +15.6% | -39.9% | +55.5% | +20.3% |
| YTD | +38.8% | -22.4% | +61.2% | +39.4% |
| 1Y | +41.6% | -29.0% | +70.6% | +43.4% |
| 3Y | +138.2% | +41.0% | +97.3% | +115.7% |
| 5Y | +150.5% | +38.3% | +112.2% | +122.4% |
| 10Y | +146.1% | +276.1% | -130.0% | +78.9% |
| All | +679.1% | -50.4% | +729.5% | +565.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling