+695.2%
MO vs URA
-51.6%
+746.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.0% |
| 7D | +0.4% | +4.5% | -4.0% | 0.0% |
| 30D | +8.9% | -13.4% | +22.3% | +10.1% |
| 3M | +23.0% | -28.4% | +51.4% | +26.2% |
| 6M | +15.0% | -40.5% | +55.4% | +19.7% |
| YTD | +41.7% | -24.3% | +66.0% | +42.5% |
| 1Y | +43.3% | -28.8% | +72.1% | +44.9% |
| 3Y | +143.2% | +37.6% | +105.6% | +120.6% |
| 5Y | +154.7% | +30.7% | +124.0% | +127.7% |
| 10Y | +151.0% | +266.8% | -115.8% | +82.8% |
| All | +695.2% | -51.6% | +746.8% | +580.8% |
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