+591.9%
MO vs URA
-31.1%
+623.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | +0.3% | +1.1% | -0.7% | +0.2% |
| 30D | +0.6% | +7.4% | -6.7% | -0.1% |
| 3M | -1.0% | -8.4% | +7.4% | -0.5% |
| 6M | +4.3% | -12.7% | +17.1% | +4.9% |
| YTD | +23.3% | +7.8% | +15.5% | +20.5% |
| 1Y | +10.5% | +19.5% | -9.0% | +5.9% |
| 3Y | +96.3% | +116.4% | -20.2% | +70.3% |
| 5Y | +98.9% | +134.3% | -35.4% | +65.6% |
| 10Y | +103.6% | +359.3% | -255.6% | +46.2% |
| All | +591.9% | -31.1% | +623.0% | +475.8% |
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