+1,129.1%
DIA vs MO
+3,353.4%
-2,224.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -1.5% | +0.6% | -2.2% | -1.8% |
| 3M | +3.8% | -1.0% | +4.7% | +3.5% |
| 6M | +10.3% | +4.3% | +5.9% | +7.9% |
| YTD | +12.1% | +23.3% | -11.2% | +4.0% |
| 1Y | +18.6% | +10.5% | +8.2% | +13.5% |
| 3Y | +60.6% | +96.3% | -35.6% | +27.1% |
| 5Y | +64.4% | +98.9% | -34.5% | +28.2% |
| 10Y | +250.1% | +103.6% | +146.5% | +162.2% |
| All | +1,129.1% | +3,353.4% | -2,224.3% | +364.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 all: compounded portfolio wealth divided by compounded MO 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…
all analysis · Full analysis span regression · 6 months rolling