+78.9%
ARES vs MAGS
+187.1%
-108.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.6% |
| 7D | -7.7% | -1.8% | -5.9% | -6.5% |
| 30D | -8.7% | +1.1% | -9.8% | -9.4% |
| 3M | +2.8% | +7.7% | -4.9% | -2.6% |
| 6M | +23.1% | +11.7% | +11.4% | +13.5% |
| YTD | -17.3% | +4.9% | -22.1% | -19.9% |
| 1Y | -24.3% | +14.3% | -38.6% | -31.3% |
| 3Y | +34.9% | +128.9% | -94.0% | -19.9% |
| All | +78.9% | +187.1% | -108.1% | -8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling