+8,382.7%
MO vs DRI
+8,063.5%
+319.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +3.3% | +1.1% | +2.3% | +3.2% |
| 30D | +7.5% | +9.7% | -2.2% | +6.1% |
| 3M | +22.8% | +3.2% | +19.6% | +22.1% |
| 6M | +13.4% | +20.6% | -7.2% | +10.2% |
| YTD | +43.0% | +28.3% | +14.7% | +37.4% |
| 1Y | +45.2% | +34.5% | +10.7% | +38.5% |
| 3Y | +145.5% | +66.5% | +79.0% | +125.1% |
| 5Y | +157.1% | +79.6% | +77.4% | +130.8% |
| 10Y | +153.3% | +333.8% | -180.4% | +92.0% |
| All | +8,382.7% | +8,063.5% | +319.3% | +4,328.1% |
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