+143.3%
MO vs DASH
+99.1%
+44.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.6% |
| 7D | +0.4% | -4.1% | +4.5% | +0.3% |
| 30D | +8.9% | -10.6% | +19.5% | +8.6% |
| 3M | +23.0% | -18.8% | +41.7% | +22.3% |
| 6M | +15.0% | +11.2% | +3.8% | +16.3% |
| YTD | +41.7% | -23.8% | +65.5% | +42.0% |
| 1Y | +43.3% | -12.2% | +55.5% | +43.8% |
| All | +143.3% | +99.1% | +44.2% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling