+1,216.8%
ARES vs MAS
+213.7%
+1,003.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.3% |
| 7D | +4.5% | +2.0% | +2.6% | +3.5% |
| 30D | +15.7% | +19.4% | -3.6% | +4.8% |
| 3M | -2.0% | +9.4% | -11.4% | -7.0% |
| 6M | +10.4% | +15.3% | -4.9% | +0.7% |
| YTD | -14.2% | +31.3% | -45.5% | -28.6% |
| 1Y | -7.8% | +34.9% | -42.6% | -24.6% |
| 3Y | +41.4% | +58.6% | -17.2% | +2.2% |
| 5Y | +83.7% | +40.7% | +43.0% | +40.0% |
| All | +1,216.8% | +213.7% | +1,003.1% | +554.0% |
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