+135.5%
MO vs USB
+94.3%
+41.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.0% |
| 7D | -1.8% | +0.8% | -2.5% | -2.0% |
| 30D | +5.8% | +6.8% | -1.0% | +4.0% |
| 3M | +12.7% | -3.8% | +16.5% | +13.6% |
| 6M | +14.8% | +11.7% | +3.0% | +11.2% |
| YTD | +37.8% | +17.5% | +20.4% | +31.3% |
| 1Y | +39.5% | +33.8% | +5.7% | +28.3% |
| 3Y | +136.1% | +104.2% | +31.8% | +87.8% |
| 5Y | +148.5% | +26.4% | +122.1% | +124.3% |
| 10Y | +135.5% | +89.2% | +46.3% | +99.7% |
| All | +135.5% | +94.3% | +41.2% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling