+97.5%
MO vs DRI
+68.4%
+29.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -2.4% | -4.8% | +2.4% | -1.9% |
| 30D | +3.6% | -3.9% | +7.5% | +4.0% |
| 3M | -3.7% | +5.1% | -8.8% | -4.3% |
| 6M | +4.5% | +5.5% | -1.0% | +3.8% |
| YTD | +21.5% | +16.5% | +5.0% | +19.1% |
| 1Y | +9.5% | +2.0% | +7.5% | +8.9% |
| 3Y | +93.6% | +54.5% | +39.1% | +81.6% |
| 5Y | +97.5% | +66.6% | +30.9% | +80.7% |
| All | +97.5% | +68.4% | +29.1% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling