+36.1%
ARES vs MAGS
+122.1%
-86.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +0.5% | +1.7% | -1.2% | -0.7% |
| 30D | +19.7% | -5.8% | +25.4% | +24.6% |
| 3M | -9.0% | +0.2% | -9.2% | -9.6% |
| 6M | +11.5% | -2.7% | +14.2% | +13.3% |
| YTD | -13.8% | +4.1% | -17.9% | -16.7% |
| 1Y | -5.6% | +7.5% | -13.1% | -10.9% |
| 3Y | +36.1% | +122.0% | -85.9% | -17.0% |
| All | +36.1% | +122.1% | -86.0% | -17.0% |
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