+41.9%
MO vs DASH
-15.0%
+56.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.9% |
| 7D | -2.4% | +0.4% | -2.8% | -2.3% |
| 30D | +9.7% | -6.0% | +15.8% | +9.4% |
| 3M | +14.1% | -15.8% | +29.9% | +13.1% |
| 6M | +11.9% | +7.0% | +4.9% | +14.2% |
| YTD | +38.4% | -20.7% | +59.1% | +38.4% |
| 1Y | +41.9% | -8.5% | +50.4% | +39.7% |
| All | +41.9% | -15.0% | +56.9% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling