+149.2%
MO vs DASH
+16.3%
+132.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.9% |
| 7D | +0.3% | -10.6% | +10.9% | +0.2% |
| 30D | +0.6% | +2.2% | -1.5% | +0.7% |
| 3M | -1.0% | +32.3% | -33.3% | -0.6% |
| 6M | +4.3% | +19.1% | -14.8% | +4.7% |
| YTD | +23.3% | -6.5% | +29.8% | +23.6% |
| 1Y | +10.5% | -14.9% | +25.3% | +10.7% |
| 3Y | +96.3% | +151.9% | -55.7% | +96.7% |
| 5Y | +98.9% | +9.4% | +89.4% | +97.6% |
| All | +149.2% | +16.3% | +132.8% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling