+5,876.5%
MO vs DVA
+5,166.5%
+710.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -2.4% | +2.0% | -4.4% | -2.5% |
| 30D | +3.6% | -0.4% | +4.0% | +3.6% |
| 3M | -3.7% | -7.7% | +3.9% | -3.3% |
| 6M | +4.5% | +20.0% | -15.5% | +2.6% |
| YTD | +21.5% | +61.1% | -39.6% | +16.4% |
| 1Y | +9.5% | +33.9% | -24.3% | +6.4% |
| 3Y | +93.6% | +91.5% | +2.0% | +81.7% |
| 5Y | +97.5% | +41.8% | +55.7% | +87.5% |
| 10Y | +111.2% | +187.5% | -76.4% | +89.0% |
| All | +5,876.5% | +5,166.5% | +710.0% | +4,847.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling