+145.5%
MO vs ARES
+37.5%
+108.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +1.0% |
| 7D | +3.3% | +0.5% | +2.8% | +3.3% |
| 30D | +7.5% | +19.7% | -12.1% | +8.4% |
| 3M | +22.8% | -9.0% | +31.7% | +22.2% |
| 6M | +13.4% | +11.5% | +1.8% | +14.1% |
| YTD | +43.0% | -13.8% | +56.8% | +43.0% |
| 1Y | +45.2% | -5.6% | +50.8% | +45.5% |
| 3Y | +145.5% | +36.1% | +109.4% | +141.9% |
| All | +145.5% | +37.5% | +108.0% | +141.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling