+96.3%
MO vs DASH
+152.1%
-55.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -1.0% |
| 7D | +0.3% | -10.6% | +10.9% | +0.1% |
| 30D | +0.6% | +2.2% | -1.5% | +0.7% |
| 3M | -1.0% | +32.3% | -33.3% | +0.1% |
| 6M | +4.3% | +19.1% | -14.8% | +5.3% |
| YTD | +23.3% | -6.5% | +29.8% | +24.3% |
| 1Y | +10.5% | -14.9% | +25.3% | +11.3% |
| All | +96.3% | +152.1% | -55.7% | +86.1% |
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