-9.7%
ARES vs MAGS
+3.4%
-13.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -0.3% | +3.0% | -3.3% | -2.5% |
| 30D | +15.3% | -7.3% | +22.6% | +21.9% |
| 3M | -5.4% | +1.7% | -7.1% | -7.6% |
| 6M | +10.0% | -0.4% | +10.4% | +9.7% |
| YTD | -14.7% | +4.4% | -19.1% | -16.1% |
| 1Y | -9.7% | +5.1% | -14.8% | -11.4% |
| All | -9.7% | +3.4% | -13.1% | -11.4% |
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