+155.7%
MO vs DECK
+753.0%
-597.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.7% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +7.5% | +4.8% | +2.7% | +7.2% |
| 3M | +22.8% | -6.9% | +29.7% | +23.2% |
| 6M | +13.4% | -7.6% | +20.9% | +13.7% |
| YTD | +43.0% | -16.3% | +59.2% | +44.0% |
| 1Y | +45.2% | +4.5% | +40.8% | +44.1% |
| 3Y | +145.5% | -17.1% | +162.6% | +139.1% |
| 5Y | +157.1% | +21.9% | +135.2% | +137.4% |
| All | +155.7% | +753.0% | -597.3% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling