+149.3%
MO vs USB
+84.9%
+64.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +8.0% | +5.7% | +2.3% | +6.5% |
| 3M | +20.9% | -4.7% | +25.6% | +22.2% |
| 6M | +16.3% | +13.4% | +2.9% | +12.3% |
| YTD | +40.7% | +17.0% | +23.7% | +34.2% |
| 1Y | +41.5% | +32.4% | +9.1% | +30.4% |
| 3Y | +141.5% | +101.7% | +39.8% | +92.7% |
| 5Y | +153.1% | +24.4% | +128.7% | +129.6% |
| 10Y | +149.3% | +83.6% | +65.7% | +101.0% |
| All | +149.3% | +84.9% | +64.4% | +101.0% |
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