-19.3%
ARES vs MOD
+45.0%
-64.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.6% |
| 7D | -1.7% | +9.6% | -11.3% | -3.0% |
| 30D | +0.3% | 0.0% | +0.2% | +0.1% |
| 3M | +8.5% | -35.4% | +43.9% | +15.0% |
| 6M | +23.5% | -7.3% | +30.7% | +23.1% |
| YTD | -11.2% | +45.8% | -57.0% | -18.1% |
| 1Y | -19.3% | +43.1% | -62.4% | -27.1% |
| All | -19.3% | +45.0% | -64.3% | -27.1% |
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