+44.4%
ARES vs MAS
+67.0%
-22.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.6% | +0.5% | +3.5% |
| 7D | +10.5% | +14.2% | -3.6% | +3.9% |
| 30D | +16.8% | +26.8% | -10.0% | +4.7% |
| 3M | -3.2% | +13.1% | -16.4% | -8.8% |
| 6M | +16.4% | +27.9% | -11.5% | +2.7% |
| YTD | -12.4% | +38.7% | -51.1% | -27.0% |
| 1Y | -6.9% | +40.4% | -47.2% | -23.0% |
| All | +44.4% | +67.0% | -22.6% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling