+102.7%
MO vs DVA
+46.8%
+55.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | -1.3% | +1.5% | +0.2% |
| 30D | +7.1% | 0.0% | +7.1% | +7.1% |
| 3M | -2.0% | -10.9% | +9.0% | -1.4% |
| 6M | +7.3% | +17.3% | -10.0% | +5.6% |
| YTD | +23.5% | +59.8% | -36.3% | +18.2% |
| 1Y | +11.0% | +36.3% | -25.3% | +7.6% |
| 3Y | +95.0% | +88.6% | +6.4% | +83.7% |
| All | +102.7% | +46.8% | +55.9% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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