+41.6%
MO vs URI
+30.2%
+11.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.8% |
| 7D | -0.8% | -6.0% | +5.2% | -0.5% |
| 30D | +6.5% | +4.6% | +1.9% | +6.3% |
| 3M | +18.3% | -2.7% | +21.0% | +18.5% |
| 6M | +15.6% | +18.4% | -2.8% | +13.5% |
| YTD | +38.8% | +37.4% | +1.5% | +35.9% |
| 1Y | +41.6% | +30.4% | +11.3% | +38.5% |
| All | +41.6% | +30.2% | +11.5% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling