+124.5%
MO vs CART
+40.2%
+84.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | -0.8% | -0.6% | -0.2% | -0.8% |
| 30D | +8.0% | +23.1% | -15.1% | +7.1% |
| 3M | +20.9% | +19.2% | +1.7% | +20.0% |
| 6M | +16.3% | +45.7% | -29.4% | +14.6% |
| YTD | +40.7% | +30.9% | +9.8% | +39.2% |
| 1Y | +41.5% | +50.2% | -8.7% | +39.0% |
| 3Y | +141.5% | +133.5% | +8.0% | +125.9% |
| All | +124.5% | +40.2% | +84.3% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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