+92.7%
MO vs USAR
+73.6%
+19.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -2.0% | +2.3% | -4.3% | -2.0% |
| 30D | -0.3% | -8.6% | +8.4% | -0.3% |
| 3M | -2.9% | -20.5% | +17.5% | -2.8% |
| 6M | +5.8% | +1.2% | +4.6% | +5.8% |
| YTD | +22.0% | +48.4% | -26.4% | +22.2% |
| 1Y | +10.7% | +30.6% | -19.9% | +11.0% |
| All | +92.7% | +73.6% | +19.1% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling