+152.0%
MO vs USB
+22.2%
+129.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | +1.1% | -1.5% | +2.5% | +1.3% |
| 30D | +13.2% | +4.3% | +8.9% | +12.6% |
| 3M | +15.2% | -6.1% | +21.2% | +16.0% |
| 6M | +9.9% | +9.4% | +0.5% | +8.5% |
| YTD | +41.1% | +15.2% | +25.9% | +37.9% |
| 1Y | +44.9% | +32.8% | +12.2% | +38.7% |
| 3Y | +138.2% | +91.3% | +46.9% | +111.6% |
| 5Y | +152.0% | +22.7% | +129.4% | +142.6% |
| All | +152.0% | +22.2% | +129.8% | +142.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling