+155.7%
MO vs DAR
+311.7%
-156.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | +3.3% | +11.6% | -8.2% | +1.7% |
| 30D | +7.5% | -10.2% | +17.8% | +9.1% |
| 3M | +22.8% | -14.8% | +37.6% | +25.3% |
| 6M | +13.4% | -10.1% | +23.4% | +14.4% |
| YTD | +43.0% | +55.5% | -12.5% | +32.1% |
| 1Y | +45.2% | +61.7% | -16.4% | +33.2% |
| 3Y | +145.5% | +37.2% | +108.4% | +124.5% |
| 5Y | +157.1% | -26.9% | +184.0% | +158.6% |
| All | +155.7% | +311.7% | -156.0% | +70.8% |
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