+97.5%
MO vs ARES
+97.0%
+0.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.4% |
| 7D | -2.4% | -2.7% | +0.3% | -2.4% |
| 30D | +3.6% | -2.4% | +6.0% | +3.6% |
| 3M | -3.7% | +3.9% | -7.6% | -3.8% |
| 6M | +4.5% | +26.4% | -21.9% | +3.9% |
| YTD | +21.5% | -14.9% | +36.4% | +22.2% |
| 1Y | +9.5% | -20.4% | +29.9% | +10.4% |
| 3Y | +93.6% | +38.8% | +54.8% | +84.1% |
| 5Y | +97.5% | +97.0% | +0.5% | +75.3% |
| All | +97.5% | +97.0% | +0.5% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling