+83.3%
ARES vs MAS
+41.7%
+41.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.2% | -0.3% |
| 7D | +4.9% | +4.6% | +0.4% | +2.4% |
| 30D | +13.6% | +19.9% | -6.3% | +2.5% |
| 3M | -3.3% | +8.9% | -12.2% | -8.0% |
| 6M | +11.0% | +20.2% | -9.1% | -1.3% |
| YTD | -14.4% | +33.9% | -48.3% | -30.0% |
| 1Y | -9.1% | +34.7% | -43.8% | -26.2% |
| 3Y | +37.1% | +60.4% | -23.3% | -4.8% |
| 5Y | +83.3% | +43.5% | +39.9% | +36.7% |
| All | +83.3% | +41.7% | +41.6% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling