+100.1%
MO vs MAR
+151.1%
-51.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.4% |
| 7D | -1.0% | -2.1% | +1.1% | -0.8% |
| 30D | +5.8% | -5.7% | +11.4% | +6.3% |
| 3M | -4.5% | -14.6% | +10.1% | -3.3% |
| 6M | +5.7% | +1.3% | +4.4% | +5.5% |
| YTD | +23.1% | +6.7% | +16.4% | +22.2% |
| 1Y | +10.9% | +26.4% | -15.5% | +8.2% |
| 3Y | +96.1% | +64.7% | +31.4% | +83.5% |
| 5Y | +100.1% | +153.1% | -53.0% | +68.1% |
| All | +100.1% | +151.1% | -51.0% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling