+110.9%
MO vs ARES
+979.8%
-868.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +0.1% | -6.1% | +6.2% | +0.8% |
| 30D | +7.1% | -7.5% | +14.7% | +8.0% |
| 3M | -2.0% | +0.1% | -2.1% | -2.2% |
| 6M | +7.3% | +30.3% | -23.0% | +3.3% |
| YTD | +23.5% | -16.6% | +40.1% | +25.1% |
| 1Y | +11.0% | -26.1% | +37.1% | +14.0% |
| 3Y | +95.0% | +36.4% | +58.6% | +77.1% |
| 5Y | +100.6% | +95.0% | +5.7% | +66.1% |
| All | +110.9% | +979.8% | -868.9% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling