+8,305.1%
MO vs DRI
+8,033.5%
+271.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.7% |
| 7D | +0.4% | -0.3% | +0.8% | +0.5% |
| 30D | +8.9% | +10.8% | -2.0% | +7.3% |
| 3M | +23.0% | +0.9% | +22.1% | +22.7% |
| 6M | +15.0% | +16.3% | -1.4% | +12.3% |
| YTD | +41.7% | +27.8% | +13.9% | +36.2% |
| 1Y | +43.3% | +33.9% | +9.5% | +36.8% |
| 3Y | +143.2% | +67.2% | +76.0% | +122.8% |
| 5Y | +154.7% | +79.0% | +75.7% | +128.8% |
| 10Y | +151.0% | +332.2% | -181.2% | +90.4% |
| All | +8,305.1% | +8,033.5% | +271.6% | +4,289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling