+1,046.5%
ARES vs MAS
+137.9%
+908.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.9% |
| 7D | -1.7% | -0.8% | -0.9% | -1.3% |
| 30D | +0.3% | -5.6% | +5.8% | +3.3% |
| 3M | +8.5% | +4.4% | +4.0% | +4.8% |
| 6M | +23.5% | +7.2% | +16.3% | +16.4% |
| YTD | -11.2% | +16.1% | -27.3% | -20.6% |
| 1Y | -19.3% | +0.1% | -19.4% | -21.7% |
| 3Y | +48.7% | +28.3% | +20.4% | +21.9% |
| 5Y | +106.5% | +30.5% | +76.1% | +65.1% |
| All | +1,046.5% | +137.9% | +908.5% | +544.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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