+273.6%
MO vs ARES
+1,196.0%
-922.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +0.3% | -1.7% | +2.0% | +0.5% |
| 30D | +0.6% | +0.3% | +0.4% | +0.6% |
| 3M | -1.0% | +8.5% | -9.5% | -2.0% |
| 6M | +4.3% | +23.5% | -19.1% | +1.6% |
| YTD | +23.3% | -11.2% | +34.5% | +23.9% |
| 1Y | +10.5% | -19.3% | +29.7% | +12.1% |
| 3Y | +96.3% | +48.7% | +47.6% | +79.2% |
| 5Y | +98.9% | +106.5% | -7.6% | +69.0% |
| 10Y | +103.6% | +1,055.3% | -951.7% | +41.6% |
| All | +273.6% | +1,196.0% | -922.3% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling