+45.3%
MO vs USAR
-49.3%
+94.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.9% | +7.2% | +1.2% |
| 7D | +6.9% | -21.8% | +28.6% | +6.0% |
| 30D | +14.9% | -39.9% | +54.9% | +13.1% |
| 3M | +16.4% | -52.5% | +69.0% | +13.9% |
| 6M | +9.6% | -67.9% | +77.5% | +7.6% |
| YTD | +41.8% | -31.1% | +72.9% | +38.9% |
| 1Y | +45.3% | -49.8% | +95.2% | +43.0% |
| All | +45.3% | -49.3% | +94.6% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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