+43.2%
ARES vs MAGS
+128.8%
-85.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -0.3% | +1.2% | -1.6% | -1.2% |
| 30D | +1.3% | -0.1% | +1.4% | +1.4% |
| 3M | +10.4% | +3.8% | +6.5% | +7.2% |
| 6M | +29.0% | +13.2% | +15.8% | +17.6% |
| YTD | -12.2% | +4.7% | -16.9% | -15.0% |
| 1Y | -18.4% | +14.4% | -32.8% | -26.2% |
| 3Y | +43.2% | +128.6% | -85.4% | -15.3% |
| All | +43.2% | +128.8% | -85.6% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling