+3,782.7%
MO vs URI
+7,462.1%
-3,679.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.0% |
| 7D | -2.4% | -9.8% | +7.3% | -1.6% |
| 30D | +9.7% | +1.7% | +8.0% | +9.5% |
| 3M | +14.1% | -9.1% | +23.2% | +14.9% |
| 6M | +11.9% | +9.9% | +2.0% | +10.6% |
| YTD | +38.4% | +31.2% | +7.2% | +34.3% |
| 1Y | +41.9% | +25.9% | +16.0% | +38.1% |
| 3Y | +134.5% | +147.4% | -12.9% | +112.5% |
| 5Y | +147.3% | +179.7% | -32.5% | +119.2% |
| 10Y | +135.2% | +1,419.5% | -1,284.3% | +78.0% |
| All | +3,782.7% | +7,462.1% | -3,679.3% | +2,249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling