-6.9%
ARES vs MOD
-33.0%
+26.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -21.4% | +27.6% | +7.9% |
| 7D | +10.5% | -31.3% | +41.9% | +14.0% |
| 30D | +16.8% | -46.1% | +63.0% | +24.2% |
| 3M | -3.2% | -51.1% | +47.9% | +3.9% |
| 6M | +16.4% | -62.1% | +78.5% | +28.7% |
| YTD | -12.4% | -26.2% | +13.8% | -12.0% |
| 1Y | -6.9% | -32.6% | +25.7% | -5.9% |
| All | -6.9% | -33.0% | +26.1% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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