+1,164.6%
ARES vs MAS
+383.0%
+781.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 3M | +8.5% | +4.4% | +4.0% | +5.2% |
| 6M | +23.5% | +7.2% | +16.3% | +17.1% |
| YTD | -11.2% | +16.1% | -27.3% | -19.7% |
| 1Y | -19.3% | +0.1% | -19.4% | -21.4% |
| 3Y | +48.7% | +28.3% | +20.4% | +24.9% |
| 5Y | +106.5% | +30.5% | +76.1% | +70.0% |
| 10Y | +1,055.3% | +139.1% | +916.2% | +614.0% |
| All | +1,164.6% | +383.0% | +781.6% | +604.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling