+91.9%
MO vs MAR
+64.8%
+27.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | +3.6% | -4.7% | +8.2% | +3.8% |
| 3M | -3.7% | -15.6% | +11.9% | -3.3% |
| 6M | +4.5% | +1.2% | +3.3% | +4.6% |
| YTD | +21.5% | +7.5% | +14.0% | +21.4% |
| 1Y | +9.5% | +26.6% | -17.1% | +8.7% |
| All | +91.9% | +64.8% | +27.1% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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