+84.1%
ARES vs MAGS
+187.7%
-103.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.3% |
| 7D | -2.7% | +0.8% | -3.5% | -3.3% |
| 30D | -2.4% | +0.4% | -2.8% | -2.7% |
| 3M | +3.9% | +5.6% | -1.7% | -0.1% |
| 6M | +26.4% | +12.3% | +14.1% | +16.1% |
| YTD | -14.9% | +5.1% | -20.0% | -17.8% |
| 1Y | -20.4% | +14.0% | -34.4% | -27.6% |
| 3Y | +38.8% | +129.4% | -90.6% | -17.7% |
| All | +84.1% | +187.7% | -103.6% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling