-19.3%
ARES vs MCO
+0.4%
-19.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | +0.2% |
| 7D | -1.7% | -4.2% | +2.5% | +0.6% |
| 30D | +0.3% | +2.2% | -1.9% | -1.0% |
| 3M | +8.5% | +10.1% | -1.6% | +2.6% |
| 6M | +23.5% | +5.3% | +18.2% | +19.0% |
| YTD | -11.2% | -2.7% | -8.5% | -9.7% |
| 1Y | -19.3% | -0.4% | -18.9% | -20.2% |
| All | -19.3% | +0.4% | -19.7% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling