+94.6%
MO vs CART
+14.3%
+80.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | -0.8% |
| 7D | -2.0% | -4.1% | +2.1% | -1.9% |
| 30D | -0.3% | -4.3% | +4.1% | -0.1% |
| 3M | -2.9% | +13.1% | -16.1% | -3.4% |
| 6M | +5.8% | +26.0% | -20.2% | +4.9% |
| YTD | +22.0% | +6.7% | +15.3% | +21.7% |
| 1Y | +10.7% | +6.3% | +4.4% | +10.2% |
| All | +94.6% | +14.3% | +80.3% | +84.2% |
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