+1,131.0%
ARES vs MOD
+915.9%
+215.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.8% |
| 7D | +0.8% | +8.2% | -7.5% | -1.0% |
| 30D | +16.7% | -38.2% | +54.9% | +26.9% |
| 3M | -2.6% | -46.2% | +43.6% | +8.4% |
| 6M | +13.0% | -62.5% | +75.5% | +33.8% |
| YTD | -11.7% | -20.1% | +8.4% | -13.0% |
| 1Y | -6.7% | -29.7% | +23.0% | -6.1% |
| 3Y | +40.5% | +136.2% | -95.7% | +4.3% |
| 5Y | +88.2% | +820.4% | -732.1% | +3.6% |
| 10Y | +1,131.0% | +839.8% | +291.1% | +519.6% |
| All | +1,131.0% | +915.9% | +215.1% | +519.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling