+155.7%
MO vs DRI
+331.7%
-176.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +3.3% | +1.1% | +2.3% | +3.1% |
| 30D | +7.5% | +9.7% | -2.2% | +5.9% |
| 3M | +22.8% | +3.2% | +19.6% | +22.0% |
| 6M | +13.4% | +20.6% | -7.2% | +9.7% |
| YTD | +43.0% | +28.3% | +14.7% | +36.5% |
| 1Y | +45.2% | +34.5% | +10.7% | +37.4% |
| 3Y | +145.5% | +66.5% | +79.0% | +121.3% |
| 5Y | +157.1% | +79.6% | +77.4% | +125.9% |
| All | +155.7% | +331.7% | -176.1% | +106.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling