-19.3%
ARES vs MAGS
+15.9%
-35.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | +0.1% |
| 7D | -1.7% | +0.5% | -2.2% | -2.1% |
| 30D | +0.3% | +1.5% | -1.2% | -0.9% |
| 3M | +8.5% | +0.5% | +8.0% | +8.1% |
| 6M | +23.5% | +11.6% | +11.9% | +14.9% |
| YTD | -11.2% | +5.3% | -16.5% | -13.9% |
| 1Y | -19.3% | +14.9% | -34.2% | -24.3% |
| All | -19.3% | +15.9% | -35.2% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling