+134.5%
MO vs USB
+89.5%
+45.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +9.7% | +5.8% | +3.9% | +9.3% |
| 3M | +14.1% | -6.0% | +20.1% | +14.6% |
| 6M | +11.9% | +7.8% | +4.1% | +11.3% |
| YTD | +38.4% | +14.6% | +23.8% | +36.8% |
| 1Y | +41.9% | +31.8% | +10.1% | +38.3% |
| 3Y | +134.5% | +91.5% | +43.0% | +113.5% |
| All | +134.5% | +89.5% | +45.0% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling