+3,358.2%
MO vs URI
+7,134.6%
-3,776.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | +0.3% | -2.0% | +2.3% | +0.5% |
| 30D | +0.6% | -12.9% | +13.6% | +1.8% |
| 3M | -1.0% | -6.7% | +5.8% | -0.6% |
| 6M | +4.3% | +19.0% | -14.6% | +2.3% |
| YTD | +23.3% | +25.5% | -2.3% | +20.1% |
| 1Y | +10.5% | +5.5% | +4.9% | +9.1% |
| 3Y | +96.3% | +111.3% | -15.0% | +80.3% |
| 5Y | +98.9% | +198.6% | -99.7% | +75.3% |
| 10Y | +103.6% | +1,179.9% | -1,076.3% | +56.0% |
| All | +3,358.2% | +7,134.6% | -3,776.4% | +2,002.2% |
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