+88.0%
MO vs USAR
+68.6%
+19.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.4% |
| 7D | -2.4% | -4.4% | +2.0% | -2.4% |
| 30D | +3.6% | -10.4% | +14.0% | +3.5% |
| 3M | -3.7% | -18.4% | +14.7% | -3.6% |
| 6M | +4.5% | -8.8% | +13.3% | +4.5% |
| YTD | +21.5% | +43.4% | -21.9% | +21.7% |
| 1Y | +9.5% | +21.0% | -11.5% | +9.8% |
| 3Y | +93.6% | +67.7% | +25.8% | +80.5% |
| All | +88.0% | +68.6% | +19.4% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling