+45.3%
MO vs USB
+36.4%
+8.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.4% |
| 7D | +6.9% | +2.4% | +4.5% | +6.9% |
| 30D | +14.9% | +6.6% | +8.4% | +15.0% |
| 3M | +16.4% | -4.1% | +20.5% | +16.0% |
| 6M | +9.6% | +12.5% | -2.9% | +10.7% |
| YTD | +41.8% | +17.6% | +24.2% | +43.3% |
| 1Y | +45.3% | +36.5% | +8.8% | +44.4% |
| All | +45.3% | +36.4% | +8.9% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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