+111.2%
MO vs URI
+1,196.9%
-1,085.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.6% |
| 7D | -2.4% | +5.0% | -7.4% | -3.1% |
| 30D | +3.6% | -9.4% | +13.0% | +4.9% |
| 3M | -3.7% | -5.8% | +2.1% | -3.2% |
| 6M | +4.5% | +25.8% | -21.3% | +0.1% |
| YTD | +21.5% | +27.9% | -6.4% | +15.8% |
| 1Y | +9.5% | +9.7% | -0.2% | +6.5% |
| 3Y | +93.6% | +128.0% | -34.4% | +62.4% |
| 5Y | +97.5% | +212.4% | -114.9% | +52.2% |
| 10Y | +111.2% | +1,271.8% | -1,160.7% | +33.3% |
| All | +111.2% | +1,196.9% | -1,085.8% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling