+10.7%
MO vs DASH
-19.6%
+30.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | -1.3% |
| 7D | -2.0% | -11.2% | +9.2% | -2.7% |
| 30D | -0.3% | -7.3% | +7.1% | -0.6% |
| 3M | -2.9% | +31.4% | -34.4% | -0.1% |
| 6M | +5.8% | +11.9% | -6.1% | +7.8% |
| YTD | +22.0% | -11.5% | +33.5% | +23.1% |
| 1Y | +10.7% | -20.0% | +30.7% | +11.6% |
| All | +10.7% | -19.6% | +30.3% | +11.6% |
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