+1,119.4%
ARES vs MAS
+457.0%
+662.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.2% | -0.5% |
| 7D | +4.9% | +4.6% | +0.4% | +2.7% |
| 30D | +13.6% | +19.9% | -6.3% | +3.7% |
| 3M | -3.3% | +8.9% | -12.2% | -7.5% |
| 6M | +11.0% | +20.2% | -9.1% | +0.2% |
| YTD | -14.4% | +33.9% | -48.3% | -27.9% |
| 1Y | -9.1% | +34.7% | -43.8% | -23.8% |
| 3Y | +37.1% | +60.4% | -23.3% | +3.2% |
| 5Y | +83.3% | +43.5% | +39.9% | +43.8% |
| 10Y | +1,201.6% | +226.7% | +974.9% | +622.8% |
| All | +1,119.4% | +457.0% | +662.4% | +532.0% |
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 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