+121.3%
MO vs USAR
-19.4%
+140.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.9% |
| 7D | +3.3% | -0.8% | +4.1% | +3.3% |
| 30D | +7.5% | -20.9% | +28.5% | +7.3% |
| 3M | +22.8% | -56.2% | +78.9% | +21.8% |
| 6M | +13.4% | -67.9% | +81.2% | +12.6% |
| YTD | +43.0% | -31.4% | +74.4% | +42.1% |
| 1Y | +45.2% | -45.1% | +90.3% | +44.3% |
| 3Y | +145.5% | -20.3% | +165.9% | +128.3% |
| All | +121.3% | -19.4% | +140.6% | +102.7% |
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