+3,465.1%
MO vs MAR
+2,439.3%
+1,025.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | -2.0% | -1.7% | -0.3% | -1.7% |
| 30D | -0.3% | -6.9% | +6.6% | +0.9% |
| 3M | -2.9% | -15.8% | +12.9% | -0.4% |
| 6M | +5.8% | +1.9% | +3.8% | +5.1% |
| YTD | +22.0% | +6.6% | +15.4% | +20.2% |
| 1Y | +10.7% | +23.7% | -13.0% | +6.3% |
| 3Y | +94.4% | +64.6% | +29.8% | +76.1% |
| 5Y | +97.2% | +156.4% | -59.2% | +63.3% |
| 10Y | +103.0% | +415.4% | -312.4% | +45.2% |
| All | +3,465.1% | +2,439.3% | +1,025.8% | +1,867.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling