+110.3%
MO vs DAR
+375.1%
-264.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | -1.0% | +0.9% | -2.0% | -1.2% |
| 30D | +5.8% | +6.4% | -0.6% | +4.7% |
| 3M | -4.5% | +13.2% | -17.8% | -6.7% |
| 6M | +5.7% | +26.2% | -20.4% | +1.5% |
| YTD | +23.1% | +84.4% | -61.2% | +11.2% |
| 1Y | +10.9% | +112.0% | -101.1% | -2.4% |
| 3Y | +96.1% | +13.4% | +82.8% | +87.8% |
| 5Y | +100.1% | -6.0% | +106.1% | +92.2% |
| All | +110.3% | +375.1% | -264.8% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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