+7,213.1%
MO vs DRI
+7,577.7%
-364.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | +0.3% | +0.6% | -0.2% | +0.3% |
| 30D | +0.6% | +3.8% | -3.2% | 0.0% |
| 3M | -1.0% | +13.0% | -14.0% | -2.8% |
| 6M | +4.3% | +8.3% | -4.0% | +2.9% |
| YTD | +23.3% | +20.6% | +2.7% | +19.6% |
| 1Y | +10.5% | +6.5% | +4.0% | +8.9% |
| 3Y | +96.3% | +53.7% | +42.6% | +82.0% |
| 5Y | +98.9% | +72.7% | +26.2% | +79.5% |
| 10Y | +103.6% | +363.2% | -259.6% | +53.1% |
| All | +7,213.1% | +7,577.7% | -364.5% | +3,753.2% |
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