+45.3%
MO vs DRI
+34.0%
+11.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | +1.0% |
| 7D | +6.9% | +6.5% | +0.4% | +6.4% |
| 30D | +14.9% | +16.4% | -1.5% | +14.0% |
| 3M | +16.4% | +13.6% | +2.8% | +15.5% |
| 6M | +9.6% | +22.0% | -12.4% | +9.0% |
| YTD | +41.8% | +29.3% | +12.5% | +41.6% |
| 1Y | +45.3% | +32.0% | +13.3% | +44.8% |
| All | +45.3% | +34.0% | +11.3% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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