+90.8%
MO vs USAR
+74.0%
+16.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +0.3% | -2.1% | +2.4% | +0.3% |
| 30D | +0.6% | +2.6% | -2.0% | +0.7% |
| 3M | -1.0% | -35.0% | +34.0% | -0.8% |
| 6M | +4.3% | -6.9% | +11.2% | +4.4% |
| YTD | +23.3% | +48.0% | -24.7% | +23.5% |
| 1Y | +10.5% | +24.8% | -14.3% | +10.8% |
| 3Y | +96.3% | +73.2% | +23.0% | +83.1% |
| All | +90.8% | +74.0% | +16.8% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling